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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 37.85% | 0.03 CHF | 0.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 6'565 CHF | 3'188 CHF | 95.92% | 95.92% |
11.07.2024 | 39.99% | 0.02 CHF | 0.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 6'003 CHF | 3'001 CHF | 97.18% | 97.18% |
10.07.2024 | 39.96% | 0.02 CHF | 0.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 6'010 CHF | 3'003 CHF | 100.00% | 100.00% |
09.07.2024 | 35.11% | 0.02 CHF | 0.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 7'283 CHF | 3'428 CHF | 100.00% | 100.00% |
08.07.2024 | 37.44% | 0.02 CHF | 0.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 6'673 CHF | 3'224 CHF | 99.37% | 99.37% |
05.07.2024 | 39.44% | 0.02 CHF | 0.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 6'147 CHF | 3'049 CHF | 98.17% | 98.17% |
04.07.2024 | 38.61% | 0.02 CHF | 0.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 6'366 CHF | 3'122 CHF | 98.75% | 98.75% |
03.07.2024 | 39.84% | 0.02 CHF | 0.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 6'041 CHF | 3'014 CHF | 99.70% | 99.70% |
02.07.2024 | 39.97% | 0.02 CHF | 0.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 6'007 CHF | 3'002 CHF | 100.00% | 100.00% |
01.07.2024 | 39.35% | 0.02 CHF | 0.03 CHF | 300'000 | 100'000 | 299'529 | 99'882 | 6'156 CHF | 3'052 CHF | 88.40% | 88.40% |