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 | 5,58% | 0,28 CHF | 0,29 CHF | 60 000 | 60 000 | 57 948 | 57 948 | 15 396 CHF | 16 273 CHF | 99,99% | 99,99% |
15/07/2024 | 4,30% | 0,35 CHF | 0,37 CHF | 50 000 | 50 000 | 48 697 | 48 697 | 16 610 CHF | 17 340 CHF | 100,00% | 100,00% |
12/07/2024 | 4,07% | 0,37 CHF | 0,38 CHF | 50 000 | 50 000 | 48 699 | 48 699 | 17 569 CHF | 18 299 CHF | 100,00% | 100,00% |
11/07/2024 | 3,94% | 0,37 CHF | 0,38 CHF | 50 000 | 50 000 | 48 698 | 48 698 | 18 172 CHF | 18 902 CHF | 100,00% | 100,00% |
10/07/2024 | 4,27% | 0,35 CHF | 0,37 CHF | 50 000 | 50 000 | 49 394 | 49 394 | 16 964 CHF | 17 704 CHF | 100,00% | 100,00% |
09/07/2024 | 4,08% | 0,35 CHF | 0,37 CHF | 50 000 | 50 000 | 48 567 | 48 567 | 17 571 CHF | 18 301 CHF | 100,00% | 100,00% |
08/07/2024 | 4,20% | 0,35 CHF | 0,37 CHF | 50 000 | 50 000 | 48 602 | 48 602 | 17 069 CHF | 17 799 CHF | 100,00% | 100,00% |