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 | 9,77% | 0,23 CHF | 0,25 CHF | 121 891 | 50 000 | 123 472 | 50 000 | 22 405 CHF | 10 002 CHF | 100,00% | 100,00% |
15/07/2024 | 7,81% | 0,18 CHF | 0,19 CHF | 123 476 | 50 000 | 121 844 | 50 000 | 27 297 CHF | 12 112 CHF | 99,71% | 99,71% |
12/07/2024 | 12,11% | 0,24 CHF | 0,27 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 5 606 CHF | 6 328 CHF | 99,01% | 99,01% |
11/07/2024 | 10,81% | 0,24 CHF | 0,27 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 5 892 CHF | 6 565 CHF | 99,04% | 99,04% |
10/07/2024 | 14,54% | 0,19 CHF | 0,22 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 4 559 CHF | 5 259 CHF | 99,81% | 99,81% |
09/07/2024 | 11,13% | 0,21 CHF | 0,24 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 5 754 CHF | 6 432 CHF | 100,00% | 100,00% |
08/07/2024 | 6,91% | 0,23 CHF | 0,25 CHF | 122 046 | 50 000 | 120 651 | 50 000 | 32 532 CHF | 14 446 CHF | 100,00% | 100,00% |