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 | 23,13% | 0,04 CHF | 0,05 CHF | 310 000 | 310 000 | 307 558 | 307 558 | 11 933 CHF | 15 033 CHF | 100,00% | 100,00% |
15/07/2024 | 30,18% | 0,03 CHF | 0,04 CHF | 310 000 | 310 000 | 300 638 | 300 638 | 8 521 CHF | 11 527 CHF | 100,00% | 100,00% |
12/07/2024 | 28,75% | 0,03 CHF | 0,04 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 8 956 CHF | 11 956 CHF | 100,00% | 100,00% |
11/07/2024 | 26,88% | 0,04 CHF | 0,05 CHF | 310 000 | 310 000 | 300 692 | 300 692 | 9 710 CHF | 12 717 CHF | 100,00% | 100,00% |
10/07/2024 | 18,12% | 0,04 CHF | 0,05 CHF | 310 000 | 310 000 | 310 000 | 310 000 | 15 603 CHF | 18 703 CHF | 100,00% | 100,00% |
09/07/2024 | 18,86% | 0,05 CHF | 0,06 CHF | 310 000 | 310 000 | 308 929 | 308 929 | 14 967 CHF | 18 067 CHF | 99,75% | 99,75% |
08/07/2024 | 17,16% | 0,05 CHF | 0,06 CHF | 310 000 | 310 000 | 310 828 | 310 828 | 16 696 CHF | 19 810 CHF | 99,27% | 99,27% |
05/07/2024 | 17,47% | 0,06 CHF | 0,07 CHF | 320 000 | 320 000 | 311 656 | 311 656 | 16 372 CHF | 19 489 CHF | 100,00% | 100,00% |
04/07/2024 | 17,58% | 0,05 CHF | 0,06 CHF | 310 000 | 310 000 | 311 828 | 311 828 | 16 218 CHF | 19 337 CHF | 99,61% | 99,61% |
03/07/2024 | 15,40% | 0,06 CHF | 0,07 CHF | 320 000 | 320 000 | 320 000 | 320 000 | 19 192 CHF | 22 392 CHF | 100,00% | 100,00% |