Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/07/2024 | 20,64% | 0,11 CHF | 0,14 CHF | 60 000 | 60 000 | 59 517 | 59 517 | 6 823 CHF | 8 383 CHF | 100,00% | 100,00% |
15/07/2024 | 21,14% | 0,11 CHF | 0,14 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 6 600 CHF | 8 160 CHF | 100,00% | 100,00% |
12/07/2024 | 21,10% | 0,11 CHF | 0,14 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 6 615 CHF | 8 175 CHF | 100,00% | 100,00% |
11/07/2024 | 22,06% | 0,11 CHF | 0,13 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 6 291 CHF | 7 851 CHF | 100,00% | 100,00% |
10/07/2024 | 22,82% | 0,11 CHF | 0,13 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 6 063 CHF | 7 623 CHF | 100,00% | 100,00% |
09/07/2024 | 20,62% | 0,11 CHF | 0,13 CHF | 60 000 | 60 000 | 59 864 | 59 864 | 6 816 CHF | 8 376 CHF | 100,00% | 100,00% |
08/07/2024 | 18,22% | 0,13 CHF | 0,16 CHF | 60 000 | 60 000 | 59 901 | 59 901 | 7 792 CHF | 9 352 CHF | 100,00% | 100,00% |
05/07/2024 | 17,85% | 0,13 CHF | 0,16 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 7 959 CHF | 9 519 CHF | 99,93% | 99,93% |
04/07/2024 | 18,10% | 0,13 CHF | 0,15 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 7 840 CHF | 9 400 CHF | 100,00% | 100,00% |
03/07/2024 | 16,98% | 0,14 CHF | 0,17 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 8 409 CHF | 9 969 CHF | 100,00% | 100,00% |