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 | 18,28% | 0,05 CHF | 0,06 CHF | 600 000 | 600 000 | 595 158 | 595 158 | 30 036 CHF | 36 036 CHF | 100,00% | 100,00% |
15/07/2024 | 15,34% | 0,06 CHF | 0,07 CHF | 600 000 | 600 000 | 600 000 | 600 000 | 36 121 CHF | 42 121 CHF | 100,00% | 100,00% |
12/07/2024 | 20,83% | 0,06 CHF | 0,07 CHF | 600 000 | 600 000 | 600 000 | 600 000 | 26 730 CHF | 32 730 CHF | 100,00% | 100,00% |
11/07/2024 | 27,02% | 0,05 CHF | 0,06 CHF | 600 000 | 600 000 | 600 000 | 600 000 | 21 661 CHF | 27 661 CHF | 71,57% | 71,57% |
10/07/2024 | 34,48% | 0,02 CHF | 0,03 CHF | 600 000 | 600 000 | 600 000 | 600 000 | 14 400 CHF | 20 400 CHF | 100,00% | 100,00% |
09/07/2024 | 30,20% | 0,03 CHF | 0,04 CHF | 600 000 | 600 000 | 598 621 | 598 621 | 16 913 CHF | 22 913 CHF | 100,00% | 100,00% |
08/07/2024 | 26,68% | 0,03 CHF | 0,04 CHF | 600 000 | 600 000 | 598 969 | 598 969 | 19 534 CHF | 25 534 CHF | 100,00% | 100,00% |
05/07/2024 | 23,46% | 0,03 CHF | 0,04 CHF | 600 000 | 600 000 | 600 000 | 600 000 | 22 650 CHF | 28 650 CHF | 100,00% | 100,00% |
04/07/2024 | 23,43% | 0,04 CHF | 0,05 CHF | 600 000 | 600 000 | 600 000 | 600 000 | 22 621 CHF | 28 621 CHF | 100,00% | 100,00% |
03/07/2024 | 24,14% | 0,04 CHF | 0,05 CHF | 600 000 | 600 000 | 600 000 | 600 000 | 21 924 CHF | 27 924 CHF | 100,00% | 100,00% |