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 | 22,24% | 0,05 CHF | 0,06 CHF | 800 000 | 75 000 | 800 000 | 75 219 | 32 252 CHF | 3 782 CHF | 99,17% | 99,17% |
15/07/2024 | 17,36% | 0,05 CHF | 0,06 CHF | 800 000 | 75 000 | 800 000 | 75 000 | 43 156 CHF | 4 796 CHF | 99,16% | 99,16% |
12/07/2024 | 14,33% | 0,06 CHF | 0,07 CHF | 800 000 | 75 000 | 800 000 | 75 000 | 52 191 CHF | 5 643 CHF | 99,17% | 99,17% |
11/07/2024 | 16,91% | 0,07 CHF | 0,08 CHF | 800 000 | 75 000 | 800 000 | 79 007 | 44 055 CHF | 5 119 CHF | 99,16% | 99,16% |
10/07/2024 | 21,12% | 0,04 CHF | 0,05 CHF | 800 000 | 100 000 | 800 000 | 95 648 | 34 495 CHF | 5 051 CHF | 99,17% | 99,17% |
09/07/2024 | 43,72% | 0,02 CHF | 0,03 CHF | 800 000 | 150 000 | 800 000 | 150 744 | 14 884 CHF | 4 306 CHF | 99,17% | 99,17% |
08/07/2024 | 50,04% | 0,01 CHF | 0,02 CHF | 800 000 | 200 000 | 800 000 | 157 493 | 12 987 CHF | 4 085 CHF | 99,15% | 99,15% |
05/07/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 800 000 | 150 000 | 800 000 | 150 000 | 16 000 CHF | 4 500 CHF | 99,15% | 99,15% |
04/07/2024 | 44,62% | 0,01 CHF | 0,02 CHF | 800 000 | 200 000 | 800 000 | 164 409 | 14 615 CHF | 4 586 CHF | 99,17% | 99,17% |
03/07/2024 | 59,14% | 0,01 CHF | 0,02 CHF | 800 000 | 200 000 | 800 000 | 200 000 | 10 258 CHF | 4 565 CHF | 99,15% | 99,15% |