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 | 8,84% | 0,25 CHF | 0,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 10 195 CHF | 11 125 CHF | 100,00% | 100,00% |
15/07/2024 | 7,33% | 0,20 CHF | 0,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 12 355 CHF | 13 284 CHF | 99,72% | 99,72% |
12/07/2024 | 10,61% | 0,26 CHF | 0,29 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 6 183 CHF | 6 874 CHF | 99,01% | 99,01% |
11/07/2024 | 10,54% | 0,27 CHF | 0,29 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 6 464 CHF | 7 183 CHF | 97,88% | 97,88% |
10/07/2024 | 12,79% | 0,21 CHF | 0,24 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 5 161 CHF | 5 859 CHF | 99,81% | 99,81% |
09/07/2024 | 10,69% | 0,23 CHF | 0,26 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 6 335 CHF | 7 049 CHF | 100,00% | 100,00% |
08/07/2024 | 6,19% | 0,26 CHF | 0,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 14 597 CHF | 15 527 CHF | 100,00% | 100,00% |
05/07/2024 | 5,65% | 0,30 CHF | 0,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 14 771 CHF | 15 630 CHF | 98,86% | 98,86% |
04/07/2024 | 6,08% | 0,30 CHF | 0,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 15 087 CHF | 16 033 CHF | 100,00% | 100,00% |
03/07/2024 | 8,35% | 0,31 CHF | 0,33 CHF | 50 000 | 50 000 | 33 561 | 33 561 | 9 797 CHF | 10 596 CHF | 99,81% | 99,81% |