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 | 35,94% | 0,02 CHF | 0,03 CHF | 480 000 | 480 000 | 259 535 | 259 535 | 6 133 CHF | 8 755 CHF | 99,89% | 99,89% |
15/07/2024 | 33,84% | 0,02 CHF | 0,03 CHF | 480 000 | 480 000 | 266 198 | 266 198 | 6 606 CHF | 9 279 CHF | 100,00% | 100,00% |
12/07/2024 | 32,94% | 0,03 CHF | 0,04 CHF | 480 000 | 480 000 | 264 913 | 264 913 | 6 887 CHF | 9 546 CHF | 100,00% | 100,00% |
11/07/2024 | 37,42% | 0,02 CHF | 0,03 CHF | 480 000 | 480 000 | 260 609 | 260 609 | 5 863 CHF | 8 480 CHF | 100,00% | 100,00% |
10/07/2024 | 37,68% | 0,02 CHF | 0,03 CHF | 470 000 | 470 000 | 258 809 | 258 809 | 5 706 CHF | 8 305 CHF | 100,00% | 100,00% |
09/07/2024 | 37,23% | 0,02 CHF | 0,03 CHF | 470 000 | 470 000 | 258 359 | 258 359 | 5 796 CHF | 8 395 CHF | 100,00% | 100,00% |
08/07/2024 | 36,48% | 0,02 CHF | 0,03 CHF | 470 000 | 470 000 | 260 182 | 260 182 | 6 069 CHF | 8 685 CHF | 99,92% | 99,92% |
05/07/2024 | 33,40% | 0,02 CHF | 0,03 CHF | 470 000 | 470 000 | 259 218 | 259 218 | 6 544 CHF | 9 147 CHF | 100,00% | 100,00% |
04/07/2024 | 32,21% | 0,03 CHF | 0,04 CHF | 240 000 | 240 000 | 213 415 | 213 415 | 5 560 CHF | 7 694 CHF | 100,00% | 100,00% |
03/07/2024 | 31,84% | 0,03 CHF | 0,04 CHF | 480 000 | 480 000 | 260 918 | 260 918 | 7 093 CHF | 9 713 CHF | 100,00% | 100,00% |