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 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 5 000 CHF | 2 000 CHF | 85,09% | 85,09% |
15/07/2024 | 58,14% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 6 746 CHF | 2 373 CHF | 75,51% | 75,51% |
12/07/2024 | 65,79% | 0,02 CHF | 0,03 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 5 165 CHF | 2 033 CHF | 88,97% | 88,97% |
11/07/2024 | 66,64% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 5 005 CHF | 2 001 CHF | 96,22% | 96,22% |
10/07/2024 | 67,78% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 481 279 | 97 920 | 4 813 CHF | 1 975 CHF | 95,35% | 99,28% |
09/07/2024 | 99,51% | 0,01 CHF | 0,02 CHF | 50 000 | 50 000 | 56 616 | 50 735 | 566 CHF | 1 507 CHF | 4,21% | 97,34% |
08/07/2024 | 43,96% | 0,01 CHF | 0,03 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 9 554 CHF | 2 958 CHF | 100,00% | 100,00% |
05/07/2024 | 31,07% | 0,02 CHF | 0,03 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 14 023 CHF | 3 815 CHF | 94,34% | 94,34% |
04/07/2024 | 30,41% | 0,03 CHF | 0,04 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 14 338 CHF | 3 880 CHF | 99,17% | 99,17% |
03/07/2024 | 31,42% | 0,03 CHF | 0,04 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 13 752 CHF | 3 750 CHF | 92,81% | 92,81% |