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 | 20,92% | 0,04 CHF | 0,05 CHF | 600 000 | 600 000 | 595 135 | 595 135 | 25 860 CHF | 31 860 CHF | 100,00% | 100,00% |
15/07/2024 | 19,36% | 0,05 CHF | 0,06 CHF | 600 000 | 600 000 | 600 000 | 600 000 | 27 998 CHF | 33 998 CHF | 100,00% | 100,00% |
12/07/2024 | 23,44% | 0,05 CHF | 0,06 CHF | 600 000 | 600 000 | 600 000 | 600 000 | 22 956 CHF | 28 956 CHF | 100,00% | 100,00% |
11/07/2024 | 25,98% | 0,04 CHF | 0,05 CHF | 600 000 | 600 000 | 600 000 | 600 000 | 20 949 CHF | 26 949 CHF | 71,59% | 71,59% |
10/07/2024 | 30,20% | 0,03 CHF | 0,04 CHF | 600 000 | 600 000 | 600 000 | 600 000 | 16 873 CHF | 22 873 CHF | 100,00% | 100,00% |
09/07/2024 | 27,66% | 0,03 CHF | 0,04 CHF | 600 000 | 600 000 | 598 628 | 598 628 | 18 745 CHF | 24 745 CHF | 100,00% | 100,00% |
08/07/2024 | 25,51% | 0,03 CHF | 0,04 CHF | 600 000 | 600 000 | 598 973 | 598 973 | 20 556 CHF | 26 556 CHF | 100,00% | 100,00% |
05/07/2024 | 23,47% | 0,04 CHF | 0,05 CHF | 600 000 | 600 000 | 600 000 | 600 000 | 22 588 CHF | 28 588 CHF | 100,00% | 100,00% |
04/07/2024 | 23,42% | 0,04 CHF | 0,05 CHF | 600 000 | 600 000 | 600 000 | 600 000 | 22 626 CHF | 28 626 CHF | 100,00% | 100,00% |
03/07/2024 | 22,43% | 0,04 CHF | 0,05 CHF | 600 000 | 600 000 | 600 000 | 600 000 | 23 785 CHF | 29 785 CHF | 100,00% | 100,00% |