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 | 40,00% | 0,06 CHF | 0,09 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 30 000 CHF | 2 250 CHF | 100,00% | 100,00% |
15/07/2024 | 31,07% | 0,06 CHF | 0,08 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 32 546 CHF | 2 222 CHF | 98,73% | 98,73% |
12/07/2024 | 37,22% | 0,06 CHF | 0,09 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 29 198 CHF | 2 127 CHF | 99,38% | 99,38% |
11/07/2024 | 38,77% | 0,06 CHF | 0,09 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 30 038 CHF | 2 226 CHF | 99,15% | 99,15% |
10/07/2024 | 35,25% | 0,06 CHF | 0,08 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 28 100 CHF | 2 000 CHF | 100,00% | 100,00% |
09/07/2024 | 38,99% | 0,05 CHF | 0,08 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 29 757 CHF | 2 209 CHF | 100,00% | 100,00% |
08/07/2024 | 34,52% | 0,06 CHF | 0,09 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 31 587 CHF | 2 236 CHF | 100,00% | 100,00% |
05/07/2024 | 34,83% | 0,07 CHF | 0,09 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 34 947 CHF | 2 485 CHF | 99,62% | 99,62% |
04/07/2024 | 26,78% | 0,07 CHF | 0,10 CHF | 500 000 | 25 000 | 470 812 | 25 000 | 37 925 CHF | 2 644 CHF | 100,00% | 100,00% |
03/07/2024 | 32,41% | 0,08 CHF | 0,11 CHF | 465 993 | 25 000 | 480 979 | 25 000 | 36 311 CHF | 2 618 CHF | 96,53% | 96,53% |