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 | 87,88% | 0,03 CHF | 0,08 CHF | 500 000 | 150 000 | 495 844 | 148 843 | 15 612 CHF | 11 908 CHF | 99,55% | 99,55% |
15/07/2024 | 68,46% | 0,04 CHF | 0,08 CHF | 500 000 | 150 000 | 490 134 | 147 254 | 19 596 CHF | 11 780 CHF | 99,57% | 99,57% |
12/07/2024 | 57,71% | 0,05 CHF | 0,08 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 22 182 CHF | 12 000 CHF | 99,49% | 99,49% |
11/07/2024 | 65,13% | 0,04 CHF | 0,08 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 20 376 CHF | 12 000 CHF | 99,55% | 99,55% |
10/07/2024 | 88,23% | 0,04 CHF | 0,08 CHF | 500 000 | 150 000 | 499 999 | 150 000 | 15 553 CHF | 12 000 CHF | 99,53% | 99,53% |
09/07/2024 | 87,33% | 0,03 CHF | 0,08 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 15 738 CHF | 12 000 CHF | 99,56% | 99,56% |
08/07/2024 | 66,67% | 0,04 CHF | 0,08 CHF | 500 000 | 150 000 | 499 999 | 150 000 | 20 000 CHF | 12 000 CHF | 99,53% | 99,53% |
05/07/2024 | 66,67% | 0,04 CHF | 0,08 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 20 000 CHF | 12 000 CHF | 98,52% | 98,52% |
04/07/2024 | 66,67% | 0,04 CHF | 0,08 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 20 000 CHF | 12 000 CHF | 64,06% | 64,06% |
03/07/2024 | 66,67% | 0,04 CHF | 0,08 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 20 000 CHF | 12 000 CHF | 99,58% | 99,58% |