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 | 38,09% | 0,03 CHF | 0,04 CHF | 390 000 | 390 000 | 360 302 | 360 302 | 9 035 CHF | 12 915 CHF | 99,76% | 99,76% |
15/07/2024 | 35,15% | 0,02 CHF | 0,03 CHF | 390 000 | 390 000 | 368 253 | 368 253 | 9 523 CHF | 13 352 CHF | 100,00% | 100,00% |
12/07/2024 | 27,91% | 0,03 CHF | 0,04 CHF | 380 000 | 380 000 | 377 292 | 377 292 | 11 829 CHF | 15 606 CHF | 100,00% | 100,00% |
11/07/2024 | 29,20% | 0,03 CHF | 0,04 CHF | 390 000 | 390 000 | 382 284 | 382 284 | 11 441 CHF | 15 275 CHF | 99,99% | 99,99% |
10/07/2024 | 32,18% | 0,03 CHF | 0,04 CHF | 390 000 | 390 000 | 396 865 | 396 865 | 10 543 CHF | 14 516 CHF | 100,00% | 100,00% |
09/07/2024 | 33,72% | 0,02 CHF | 0,03 CHF | 400 000 | 400 000 | 395 068 | 395 068 | 9 951 CHF | 13 915 CHF | 99,75% | 99,75% |
08/07/2024 | 29,81% | 0,03 CHF | 0,04 CHF | 390 000 | 390 000 | 387 146 | 387 146 | 11 239 CHF | 15 129 CHF | 99,27% | 99,27% |
05/07/2024 | 29,70% | 0,03 CHF | 0,04 CHF | 390 000 | 390 000 | 386 429 | 386 429 | 11 278 CHF | 15 146 CHF | 100,00% | 100,00% |
04/07/2024 | 31,14% | 0,03 CHF | 0,04 CHF | 390 000 | 390 000 | 386 908 | 386 908 | 10 662 CHF | 14 542 CHF | 99,61% | 99,61% |
03/07/2024 | 31,08% | 0,03 CHF | 0,04 CHF | 390 000 | 390 000 | 388 816 | 388 816 | 10 756 CHF | 14 648 CHF | 100,00% | 100,00% |