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 | 42,61% | 0,02 CHF | 0,03 CHF | 780 000 | 780 000 | 769 168 | 769 168 | 14 616 CHF | 22 376 CHF | 99,76% | 99,76% |
15/07/2024 | 37,89% | 0,02 CHF | 0,03 CHF | 780 000 | 780 000 | 765 115 | 765 115 | 16 675 CHF | 24 334 CHF | 100,00% | 100,00% |
12/07/2024 | 33,49% | 0,03 CHF | 0,04 CHF | 760 000 | 760 000 | 754 584 | 754 584 | 19 068 CHF | 26 622 CHF | 100,00% | 100,00% |
11/07/2024 | 35,37% | 0,02 CHF | 0,03 CHF | 780 000 | 780 000 | 766 139 | 766 139 | 18 175 CHF | 25 844 CHF | 100,00% | 100,00% |
10/07/2024 | 42,36% | 0,02 CHF | 0,03 CHF | 780 000 | 780 000 | 793 757 | 793 757 | 15 065 CHF | 23 011 CHF | 100,00% | 100,00% |
09/07/2024 | 43,02% | 0,02 CHF | 0,03 CHF | 800 000 | 800 000 | 790 139 | 790 139 | 14 751 CHF | 22 679 CHF | 99,74% | 99,74% |
08/07/2024 | 36,72% | 0,02 CHF | 0,03 CHF | 780 000 | 780 000 | 772 696 | 772 696 | 17 520 CHF | 25 268 CHF | 99,27% | 99,27% |
05/07/2024 | 35,57% | 0,02 CHF | 0,03 CHF | 780 000 | 780 000 | 772 177 | 772 177 | 18 170 CHF | 25 907 CHF | 100,00% | 100,00% |
04/07/2024 | 37,24% | 0,02 CHF | 0,03 CHF | 780 000 | 780 000 | 772 278 | 772 278 | 17 184 CHF | 24 915 CHF | 99,54% | 99,54% |
03/07/2024 | 36,96% | 0,02 CHF | 0,03 CHF | 780 000 | 780 000 | 777 632 | 777 632 | 17 423 CHF | 25 208 CHF | 100,00% | 100,00% |