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 | 57,71% | 0,03 CHF | 0,06 CHF | 60 000 | 60 000 | 59 492 | 59 492 | 1 935 CHF | 3 495 CHF | 99,99% | 99,99% |
15/07/2024 | 43,46% | 0,05 CHF | 0,07 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 2 810 CHF | 4 370 CHF | 100,00% | 100,00% |
12/07/2024 | 42,77% | 0,05 CHF | 0,07 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 2 868 CHF | 4 428 CHF | 100,00% | 100,00% |
11/07/2024 | 47,33% | 0,04 CHF | 0,07 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 2 517 CHF | 4 077 CHF | 100,00% | 100,00% |
10/07/2024 | 48,56% | 0,04 CHF | 0,07 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 2 439 CHF | 3 999 CHF | 100,00% | 100,00% |
09/07/2024 | 46,93% | 0,04 CHF | 0,06 CHF | 60 000 | 60 000 | 59 864 | 59 864 | 2 565 CHF | 4 125 CHF | 100,00% | 100,00% |
08/07/2024 | 37,98% | 0,06 CHF | 0,08 CHF | 60 000 | 60 000 | 59 894 | 59 894 | 3 331 CHF | 4 891 CHF | 100,00% | 100,00% |
05/07/2024 | 33,48% | 0,06 CHF | 0,08 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 3 960 CHF | 5 520 CHF | 99,93% | 99,93% |
04/07/2024 | 38,81% | 0,05 CHF | 0,08 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 3 240 CHF | 4 800 CHF | 100,00% | 100,00% |
03/07/2024 | 42,67% | 0,06 CHF | 0,09 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 2 947 CHF | 4 507 CHF | 100,00% | 100,00% |