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 | 61,87% | 0,03 CHF | 0,05 CHF | 456 035 | 25 000 | 473 296 | 25 000 | 12 889 CHF | 1 283 CHF | 100,00% | 100,00% |
15/07/2024 | 68,66% | 0,02 CHF | 0,05 CHF | 472 176 | 25 000 | 431 134 | 25 000 | 11 911 CHF | 1 414 CHF | 98,73% | 98,73% |
12/07/2024 | 69,74% | 0,03 CHF | 0,06 CHF | 475 149 | 25 000 | 494 366 | 25 000 | 12 313 CHF | 1 275 CHF | 99,38% | 99,38% |
11/07/2024 | 62,20% | 0,03 CHF | 0,06 CHF | 410 808 | 25 000 | 473 792 | 25 000 | 13 762 CHF | 1 384 CHF | 99,15% | 99,15% |
10/07/2024 | 80,13% | 0,02 CHF | 0,05 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 10 783 CHF | 1 250 CHF | 100,00% | 100,00% |
09/07/2024 | 65,94% | 0,02 CHF | 0,05 CHF | 500 000 | 25 000 | 462 617 | 25 000 | 13 538 CHF | 1 452 CHF | 100,00% | 100,00% |
08/07/2024 | 57,12% | 0,03 CHF | 0,06 CHF | 423 966 | 25 000 | 425 284 | 25 000 | 14 634 CHF | 1 552 CHF | 100,00% | 100,00% |
05/07/2024 | 52,63% | 0,04 CHF | 0,07 CHF | 369 554 | 25 000 | 375 640 | 25 000 | 15 778 CHF | 1 793 CHF | 99,62% | 99,62% |
04/07/2024 | 33,82% | 0,05 CHF | 0,08 CHF | 331 034 | 25 000 | 304 743 | 25 000 | 19 282 CHF | 2 248 CHF | 100,00% | 100,00% |
03/07/2024 | 38,65% | 0,07 CHF | 0,10 CHF | 292 116 | 25 000 | 337 150 | 25 000 | 19 145 CHF | 2 133 CHF | 96,53% | 96,53% |