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 | 29,13% | 0,03 CHF | 0,04 CHF | 390 000 | 390 000 | 384 549 | 384 549 | 11 659 CHF | 15 539 CHF | 99,76% | 99,76% |
15/07/2024 | 27,44% | 0,03 CHF | 0,04 CHF | 390 000 | 390 000 | 382 558 | 382 558 | 12 292 CHF | 16 122 CHF | 100,00% | 100,00% |
12/07/2024 | 23,68% | 0,04 CHF | 0,05 CHF | 380 000 | 380 000 | 377 295 | 377 295 | 14 297 CHF | 18 074 CHF | 100,00% | 100,00% |
11/07/2024 | 24,75% | 0,04 CHF | 0,05 CHF | 390 000 | 390 000 | 383 065 | 383 065 | 13 830 CHF | 17 665 CHF | 99,98% | 99,98% |
10/07/2024 | 27,96% | 0,03 CHF | 0,04 CHF | 390 000 | 390 000 | 396 877 | 396 877 | 12 436 CHF | 16 409 CHF | 100,00% | 100,00% |
09/07/2024 | 28,99% | 0,03 CHF | 0,04 CHF | 400 000 | 400 000 | 395 067 | 395 067 | 11 929 CHF | 15 892 CHF | 99,75% | 99,75% |
08/07/2024 | 25,28% | 0,03 CHF | 0,04 CHF | 390 000 | 390 000 | 386 320 | 386 320 | 13 627 CHF | 17 501 CHF | 99,27% | 99,27% |
05/07/2024 | 25,03% | 0,03 CHF | 0,04 CHF | 390 000 | 390 000 | 386 426 | 386 426 | 13 738 CHF | 17 607 CHF | 100,00% | 100,00% |
04/07/2024 | 26,12% | 0,03 CHF | 0,04 CHF | 390 000 | 390 000 | 386 142 | 386 142 | 13 091 CHF | 16 957 CHF | 99,61% | 99,61% |
03/07/2024 | 26,09% | 0,03 CHF | 0,04 CHF | 390 000 | 390 000 | 388 816 | 388 816 | 13 196 CHF | 17 088 CHF | 100,00% | 100,00% |