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 | 16,00% | 0,12 CHF | 0,14 CHF | 272 639 | 50 000 | 303 919 | 50 000 | 30 480 CHF | 5 904 CHF | 100,00% | 100,00% |
15/07/2024 | 13,68% | 0,10 CHF | 0,12 CHF | 311 547 | 50 000 | 269 492 | 50 000 | 32 522 CHF | 6 948 CHF | 99,72% | 99,72% |
12/07/2024 | 21,06% | 0,13 CHF | 0,16 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 3 027 CHF | 3 740 CHF | 99,01% | 99,01% |
11/07/2024 | 20,14% | 0,13 CHF | 0,16 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 3 205 CHF | 3 923 CHF | 99,09% | 99,09% |
10/07/2024 | 23,20% | 0,11 CHF | 0,14 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 2 676 CHF | 3 372 CHF | 99,81% | 99,81% |
09/07/2024 | 20,13% | 0,12 CHF | 0,15 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 3 245 CHF | 3 971 CHF | 100,00% | 100,00% |
08/07/2024 | 11,63% | 0,14 CHF | 0,15 CHF | 260 949 | 50 000 | 241 002 | 50 000 | 37 072 CHF | 8 650 CHF | 100,00% | 100,00% |
05/07/2024 | 10,94% | 0,16 CHF | 0,18 CHF | 245 248 | 50 000 | 240 696 | 50 000 | 38 124 CHF | 8 839 CHF | 98,80% | 98,80% |
04/07/2024 | 10,39% | 0,16 CHF | 0,18 CHF | 236 959 | 50 000 | 238 017 | 50 000 | 40 056 CHF | 9 337 CHF | 100,00% | 100,00% |
03/07/2024 | 14,35% | 0,18 CHF | 0,19 CHF | 234 315 | 50 000 | 100 785 | 33 561 | 16 636 CHF | 6 319 CHF | 99,81% | 99,81% |