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 | 39,18% | 0,02 CHF | 0,03 CHF | 120 000 | 120 000 | 114 701 | 114 701 | 2 452 CHF | 3 609 CHF | 100,00% | 100,00% |
15/07/2024 | 27,48% | 0,03 CHF | 0,04 CHF | 12 000 | 12 000 | 73 773 | 73 773 | 2 415 CHF | 3 155 CHF | 99,85% | 99,85% |
12/07/2024 | 29,69% | 0,03 CHF | 0,04 CHF | 110 000 | 110 000 | 117 506 | 117 506 | 3 444 CHF | 4 620 CHF | 100,00% | 100,00% |
11/07/2024 | 33,65% | 0,03 CHF | 0,04 CHF | 120 000 | 120 000 | 118 266 | 118 266 | 2 982 CHF | 4 166 CHF | 100,00% | 100,00% |
10/07/2024 | 35,26% | 0,02 CHF | 0,03 CHF | 120 000 | 120 000 | 118 766 | 118 766 | 2 823 CHF | 4 012 CHF | 100,00% | 100,00% |
09/07/2024 | 28,51% | 0,03 CHF | 0,04 CHF | 120 000 | 120 000 | 114 338 | 114 338 | 3 524 CHF | 4 671 CHF | 100,00% | 100,00% |
08/07/2024 | 26,35% | 0,03 CHF | 0,04 CHF | 110 000 | 110 000 | 108 839 | 108 839 | 3 676 CHF | 4 768 CHF | 100,00% | 100,00% |
05/07/2024 | 21,97% | 0,04 CHF | 0,05 CHF | 110 000 | 110 000 | 108 893 | 108 893 | 4 510 CHF | 5 600 CHF | 99,99% | 99,99% |
04/07/2024 | 25,16% | 0,04 CHF | 0,05 CHF | 110 000 | 110 000 | 108 893 | 108 893 | 3 852 CHF | 4 942 CHF | 100,00% | 100,00% |
03/07/2024 | 24,78% | 0,04 CHF | 0,05 CHF | 110 000 | 110 000 | 108 893 | 108 893 | 3 922 CHF | 5 012 CHF | 100,00% | 100,00% |