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 |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | - | - |
19/07/2012 | - | - CHF | 0,02 CHF | 0 | 300 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 98,17% |
18/07/2012 | 42,52% | 0,01 CHF | 0,03 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 6 015 CHF | 9 015 CHF | 99,65% | 99,73% |
17/07/2012 | 21,51% | 0,05 CHF | 0,06 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 12 664 CHF | 15 664 CHF | 99,65% | 99,65% |
16/07/2012 | 13,03% | 0,07 CHF | 0,08 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 22 515 CHF | 25 648 CHF | 98,40% | 98,40% |
13/07/2012 | 8,68% | 0,09 CHF | 0,10 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 33 442 CHF | 36 442 CHF | 99,75% | 99,75% |
12/07/2012 | 6,24% | 0,15 CHF | 0,16 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 47 351 CHF | 50 375 CHF | 99,58% | 99,58% |
11/07/2012 | 7,99% | 0,12 CHF | 0,13 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 36 364 CHF | 39 378 CHF | 100,00% | 100,00% |
10/07/2012 | 8,27% | 0,10 CHF | 0,11 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 35 265 CHF | 38 266 CHF | 96,47% | 96,47% |
09/07/2012 | 7,39% | 0,15 CHF | 0,16 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 42 974 CHF | 46 254 CHF | 99,71% | 99,71% |