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 | 37,70% | 0,02 CHF | 0,03 CHF | 500 000 | 500 000 | 222 521 | 222 521 | 5 067 CHF | 7 315 CHF | 99,90% | 99,90% |
15/07/2024 | 35,47% | 0,02 CHF | 0,03 CHF | 500 000 | 500 000 | 223 247 | 223 247 | 5 198 CHF | 7 445 CHF | 100,00% | 100,00% |
12/07/2024 | 32,12% | 0,03 CHF | 0,04 CHF | 480 000 | 480 000 | 218 662 | 218 662 | 5 793 CHF | 7 990 CHF | 100,00% | 100,00% |
11/07/2024 | 34,98% | 0,03 CHF | 0,04 CHF | 490 000 | 490 000 | 221 845 | 221 845 | 5 428 CHF | 7 656 CHF | 99,85% | 99,85% |
10/07/2024 | 37,77% | 0,02 CHF | 0,03 CHF | 500 000 | 500 000 | 223 155 | 223 155 | 4 909 CHF | 7 151 CHF | 100,00% | 100,00% |
09/07/2024 | 37,48% | 0,02 CHF | 0,03 CHF | 480 000 | 480 000 | 220 007 | 220 007 | 4 994 CHF | 7 207 CHF | 99,74% | 99,74% |
08/07/2024 | 33,50% | 0,02 CHF | 0,03 CHF | 490 000 | 490 000 | 211 713 | 211 713 | 5 300 CHF | 7 428 CHF | 100,00% | 100,00% |
05/07/2024 | 32,69% | 0,03 CHF | 0,04 CHF | 480 000 | 480 000 | 212 183 | 212 183 | 5 555 CHF | 7 684 CHF | 99,70% | 99,70% |
04/07/2024 | 32,22% | 0,03 CHF | 0,04 CHF | 190 000 | 190 000 | 152 224 | 152 224 | 3 964 CHF | 5 487 CHF | 99,79% | 99,79% |
03/07/2024 | 31,50% | 0,03 CHF | 0,04 CHF | 480 000 | 480 000 | 211 470 | 211 470 | 5 697 CHF | 7 824 CHF | 100,00% | 100,00% |