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 | 47.62% | 0.02 CHF | 0.03 CHF | 320'000 | 320'000 | 320'000 | 320'000 | 5'120 CHF | 8'320 CHF | 100.00% | 100.00% |
11.07.2024 | 51.17% | 0.02 CHF | 0.03 CHF | 320'000 | 320'000 | 320'486 | 320'486 | 4'674 CHF | 7'879 CHF | 99.82% | 99.82% |
10.07.2024 | 52.54% | 0.02 CHF | 0.03 CHF | 320'000 | 320'000 | 329'910 | 329'910 | 4'631 CHF | 7'930 CHF | 100.00% | 100.00% |
09.07.2024 | 48.86% | 0.01 CHF | 0.02 CHF | 330'000 | 330'000 | 322'926 | 322'926 | 5'031 CHF | 8'271 CHF | 99.74% | 99.74% |
08.07.2024 | 48.90% | 0.01 CHF | 0.02 CHF | 330'000 | 330'000 | 326'826 | 326'826 | 5'073 CHF | 8'347 CHF | 100.00% | 100.00% |
05.07.2024 | 47.81% | 0.01 CHF | 0.02 CHF | 330'000 | 330'000 | 328'725 | 328'725 | 5'238 CHF | 8'527 CHF | 99.81% | 99.81% |
04.07.2024 | 47.50% | 0.02 CHF | 0.03 CHF | 330'000 | 330'000 | 327'082 | 327'082 | 5'252 CHF | 8'522 CHF | 100.00% | 100.00% |
03.07.2024 | 47.63% | 0.02 CHF | 0.03 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 5'278 CHF | 8'578 CHF | 100.00% | 100.00% |
02.07.2024 | 50.17% | 0.02 CHF | 0.03 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 4'945 CHF | 8'245 CHF | 100.00% | 100.00% |
01.07.2024 | 47.41% | 0.02 CHF | 0.03 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 5'313 CHF | 8'613 CHF | 89.21% | 89.21% |