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 | 26,11% | 0,03 CHF | 0,04 CHF | 240 000 | 240 000 | 235 593 | 235 593 | 7 955 CHF | 10 329 CHF | 100,00% | 100,00% |
15/07/2024 | 21,09% | 0,04 CHF | 0,05 CHF | 230 000 | 230 000 | 230 000 | 230 000 | 9 761 CHF | 12 062 CHF | 100,00% | 100,00% |
12/07/2024 | 20,31% | 0,05 CHF | 0,06 CHF | 230 000 | 230 000 | 230 000 | 230 000 | 10 209 CHF | 12 509 CHF | 100,00% | 100,00% |
11/07/2024 | 20,72% | 0,04 CHF | 0,05 CHF | 230 000 | 230 000 | 230 000 | 230 000 | 9 958 CHF | 12 258 CHF | 100,00% | 100,00% |
10/07/2024 | 20,57% | 0,05 CHF | 0,06 CHF | 230 000 | 230 000 | 230 000 | 230 000 | 10 038 CHF | 12 338 CHF | 100,00% | 100,00% |
09/07/2024 | 22,03% | 0,04 CHF | 0,05 CHF | 230 000 | 230 000 | 232 757 | 232 757 | 9 448 CHF | 11 781 CHF | 100,00% | 100,00% |
08/07/2024 | 19,58% | 0,05 CHF | 0,06 CHF | 230 000 | 230 000 | 229 616 | 229 616 | 10 617 CHF | 12 917 CHF | 100,00% | 100,00% |
05/07/2024 | 19,77% | 0,04 CHF | 0,05 CHF | 230 000 | 230 000 | 230 000 | 230 000 | 10 492 CHF | 12 792 CHF | 99,82% | 99,82% |
04/07/2024 | 19,56% | 0,05 CHF | 0,06 CHF | 230 000 | 230 000 | 230 000 | 230 000 | 10 609 CHF | 12 909 CHF | 99,50% | 99,50% |
03/07/2024 | 18,65% | 0,05 CHF | 0,06 CHF | 230 000 | 230 000 | 230 000 | 230 000 | 11 186 CHF | 13 486 CHF | 99,36% | 99,36% |