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 | 6,57% | 0,18 CHF | 0,19 CHF | 80 000 | 80 000 | 34 681 | 34 681 | 5 670 CHF | 6 020 CHF | 99,90% | 99,90% |
15/07/2024 | 7,15% | 0,15 CHF | 0,16 CHF | 80 000 | 80 000 | 34 885 | 34 885 | 4 870 CHF | 5 220 CHF | 99,99% | 99,99% |
12/07/2024 | 9,67% | 0,12 CHF | 0,13 CHF | 80 000 | 80 000 | 35 547 | 35 547 | 3 746 CHF | 4 104 CHF | 100,00% | 100,00% |
11/07/2024 | 10,09% | 0,10 CHF | 0,11 CHF | 80 000 | 80 000 | 37 278 | 37 278 | 3 632 CHF | 4 007 CHF | 99,99% | 99,99% |
10/07/2024 | 11,25% | 0,08 CHF | 0,09 CHF | 80 000 | 80 000 | 37 325 | 37 325 | 3 157 CHF | 3 532 CHF | 99,90% | 99,90% |
09/07/2024 | 10,22% | 0,08 CHF | 0,09 CHF | 80 000 | 80 000 | 37 213 | 37 213 | 3 487 CHF | 3 862 CHF | 100,00% | 100,00% |
08/07/2024 | 11,82% | 0,09 CHF | 0,10 CHF | 80 000 | 80 000 | 37 262 | 37 262 | 3 220 CHF | 3 595 CHF | 100,00% | 100,00% |
05/07/2024 | 11,96% | 0,08 CHF | 0,09 CHF | 80 000 | 80 000 | 37 321 | 37 321 | 2 956 CHF | 3 331 CHF | 99,90% | 99,90% |
04/07/2024 | 11,48% | 0,08 CHF | 0,09 CHF | 40 000 | 40 000 | 29 365 | 29 365 | 2 414 CHF | 2 708 CHF | 100,00% | 100,00% |
03/07/2024 | 10,34% | 0,09 CHF | 0,10 CHF | 80 000 | 80 000 | 34 883 | 34 883 | 3 257 CHF | 3 607 CHF | 100,00% | 100,00% |