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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 26,20% | 0,03 CHF | 0,04 CHF | 160 000 | 160 000 | 154 241 | 154 241 | 5 177 CHF | 6 726 CHF | 99,98% | 99,98% |
16/07/2024 | 25,63% | 0,03 CHF | 0,04 CHF | 160 000 | 160 000 | 148 205 | 148 205 | 5 127 CHF | 6 621 CHF | 100,00% | 100,00% |
15/07/2024 | 19,18% | 0,05 CHF | 0,06 CHF | 150 000 | 150 000 | 146 092 | 146 092 | 6 899 CHF | 8 360 CHF | 100,00% | 100,00% |
12/07/2024 | 15,72% | 0,06 CHF | 0,07 CHF | 150 000 | 150 000 | 146 096 | 146 096 | 8 568 CHF | 10 029 CHF | 100,00% | 100,00% |
11/07/2024 | 15,52% | 0,06 CHF | 0,07 CHF | 150 000 | 150 000 | 146 093 | 146 093 | 8 691 CHF | 10 152 CHF | 99,99% | 99,99% |
10/07/2024 | 15,72% | 0,06 CHF | 0,07 CHF | 150 000 | 150 000 | 146 091 | 146 091 | 8 584 CHF | 10 045 CHF | 100,00% | 100,00% |
09/07/2024 | 14,78% | 0,06 CHF | 0,07 CHF | 150 000 | 150 000 | 145 760 | 145 760 | 9 184 CHF | 10 645 CHF | 100,00% | 100,00% |
08/07/2024 | 14,13% | 0,06 CHF | 0,07 CHF | 150 000 | 150 000 | 145 842 | 145 842 | 9 636 CHF | 11 097 CHF | 100,00% | 100,00% |
05/07/2024 | 12,75% | 0,07 CHF | 0,08 CHF | 150 000 | 150 000 | 146 084 | 146 084 | 10 743 CHF | 12 204 CHF | 99,82% | 99,82% |
04/07/2024 | 13,81% | 0,07 CHF | 0,08 CHF | 150 000 | 150 000 | 146 072 | 146 072 | 9 853 CHF | 11 314 CHF | 99,50% | 99,50% |