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 | 32,90% | 0,03 CHF | 0,04 CHF | 240 000 | 240 000 | 132 410 | 132 410 | 3 491 CHF | 4 828 CHF | 99,89% | 99,89% |
15/07/2024 | 30,13% | 0,03 CHF | 0,04 CHF | 240 000 | 240 000 | 133 131 | 133 131 | 3 811 CHF | 5 148 CHF | 100,00% | 100,00% |
12/07/2024 | 29,21% | 0,03 CHF | 0,04 CHF | 240 000 | 240 000 | 133 133 | 133 133 | 3 994 CHF | 5 331 CHF | 100,00% | 100,00% |
11/07/2024 | 31,34% | 0,03 CHF | 0,04 CHF | 240 000 | 240 000 | 133 134 | 133 134 | 3 686 CHF | 5 023 CHF | 100,00% | 100,00% |
10/07/2024 | 32,80% | 0,03 CHF | 0,04 CHF | 240 000 | 240 000 | 133 132 | 133 132 | 3 474 CHF | 4 811 CHF | 100,00% | 100,00% |
09/07/2024 | 31,51% | 0,03 CHF | 0,04 CHF | 240 000 | 240 000 | 132 888 | 132 888 | 3 619 CHF | 4 955 CHF | 100,00% | 100,00% |
08/07/2024 | 30,70% | 0,03 CHF | 0,04 CHF | 240 000 | 240 000 | 132 877 | 132 877 | 3 810 CHF | 5 145 CHF | 99,92% | 99,92% |
05/07/2024 | 28,27% | 0,03 CHF | 0,04 CHF | 240 000 | 240 000 | 133 132 | 133 132 | 4 075 CHF | 5 411 CHF | 100,00% | 100,00% |
04/07/2024 | 27,01% | 0,03 CHF | 0,04 CHF | 120 000 | 120 000 | 109 366 | 109 366 | 3 503 CHF | 4 597 CHF | 100,00% | 100,00% |
03/07/2024 | 27,20% | 0,03 CHF | 0,04 CHF | 240 000 | 240 000 | 132 986 | 132 986 | 4 343 CHF | 5 678 CHF | 100,00% | 100,00% |