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 | 7,01% | 0,29 CHF | 0,31 CHF | 122 054 | 50 000 | 123 440 | 50 000 | 30 479 CHF | 13 242 CHF | 100,00% | 100,00% |
15/07/2024 | 6,19% | 0,24 CHF | 0,26 CHF | 123 664 | 50 000 | 121 848 | 50 000 | 35 221 CHF | 15 382 CHF | 99,73% | 99,73% |
12/07/2024 | 9,49% | 0,30 CHF | 0,33 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 7 235 CHF | 7 954 CHF | 99,01% | 99,01% |
11/07/2024 | 9,00% | 0,31 CHF | 0,34 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 7 516 CHF | 8 225 CHF | 99,09% | 99,09% |
10/07/2024 | 10,84% | 0,26 CHF | 0,28 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 6 217 CHF | 6 924 CHF | 99,81% | 99,81% |
09/07/2024 | 9,37% | 0,28 CHF | 0,31 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 7 379 CHF | 8 104 CHF | 100,00% | 100,00% |
08/07/2024 | 5,53% | 0,30 CHF | 0,32 CHF | 121 814 | 50 000 | 120 652 | 50 000 | 40 314 CHF | 17 658 CHF | 100,00% | 100,00% |