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 | 32,31% | 0,03 CHF | 0,04 CHF | 780 000 | 780 000 | 769 098 | 769 098 | 20 566 CHF | 28 326 CHF | 99,76% | 99,76% |
15/07/2024 | 27,87% | 0,03 CHF | 0,04 CHF | 780 000 | 780 000 | 765 115 | 765 115 | 24 049 CHF | 31 708 CHF | 100,00% | 100,00% |
12/07/2024 | 25,24% | 0,04 CHF | 0,05 CHF | 760 000 | 760 000 | 754 590 | 754 590 | 26 588 CHF | 34 142 CHF | 100,00% | 100,00% |
11/07/2024 | 26,47% | 0,03 CHF | 0,04 CHF | 780 000 | 780 000 | 766 124 | 766 124 | 25 589 CHF | 33 259 CHF | 100,00% | 100,00% |
10/07/2024 | 32,35% | 0,03 CHF | 0,04 CHF | 780 000 | 780 000 | 793 742 | 793 742 | 20 979 CHF | 28 925 CHF | 100,00% | 100,00% |
09/07/2024 | 33,38% | 0,02 CHF | 0,03 CHF | 800 000 | 800 000 | 790 138 | 790 138 | 20 194 CHF | 28 122 CHF | 99,73% | 99,73% |
08/07/2024 | 27,81% | 0,03 CHF | 0,04 CHF | 780 000 | 780 000 | 772 641 | 772 641 | 24 400 CHF | 32 149 CHF | 99,27% | 99,27% |
05/07/2024 | 26,54% | 0,03 CHF | 0,04 CHF | 780 000 | 780 000 | 772 848 | 772 848 | 25 701 CHF | 33 438 CHF | 100,00% | 100,00% |
04/07/2024 | 27,67% | 0,03 CHF | 0,04 CHF | 780 000 | 780 000 | 772 282 | 772 282 | 24 470 CHF | 32 201 CHF | 99,61% | 99,61% |
03/07/2024 | 27,72% | 0,03 CHF | 0,04 CHF | 780 000 | 780 000 | 777 637 | 777 637 | 24 583 CHF | 32 368 CHF | 100,00% | 100,00% |