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 | 12,13% | 0,18 CHF | 0,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 6 899 CHF | 7 772 CHF | 100,00% | 100,00% |
15/07/2024 | 10,45% | 0,13 CHF | 0,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 8 977 CHF | 9 948 CHF | 99,43% | 99,43% |
12/07/2024 | 14,69% | 0,19 CHF | 0,22 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 4 508 CHF | 5 219 CHF | 99,01% | 99,01% |
11/07/2024 | 14,06% | 0,20 CHF | 0,23 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 4 776 CHF | 5 497 CHF | 99,09% | 99,09% |
10/07/2024 | 19,15% | 0,15 CHF | 0,18 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 3 482 CHF | 4 201 CHF | 99,81% | 99,81% |
09/07/2024 | 14,41% | 0,17 CHF | 0,20 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 4 651 CHF | 5 371 CHF | 100,00% | 100,00% |
08/07/2024 | 7,30% | 0,19 CHF | 0,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 11 375 CHF | 12 234 CHF | 99,86% | 99,86% |
05/07/2024 | 7,84% | 0,23 CHF | 0,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 11 399 CHF | 12 327 CHF | 98,86% | 98,86% |
04/07/2024 | 6,95% | 0,24 CHF | 0,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 11 857 CHF | 12 710 CHF | 100,00% | 100,00% |
03/07/2024 | 10,62% | 0,25 CHF | 0,26 CHF | 50 000 | 50 000 | 33 561 | 33 561 | 7 530 CHF | 8 319 CHF | 99,81% | 99,81% |