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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 33.13% | 0.03 CHF | 0.04 CHF | 130'000 | 130'000 | 129'660 | 129'660 | 3'300 CHF | 4'597 CHF | 100.00% | 100.00% |
12.07.2024 | 34.06% | 0.02 CHF | 0.03 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 3'169 CHF | 4'469 CHF | 100.00% | 100.00% |
11.07.2024 | 29.56% | 0.03 CHF | 0.04 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 3'767 CHF | 5'067 CHF | 99.97% | 99.97% |
10.07.2024 | 36.36% | 0.02 CHF | 0.03 CHF | 130'000 | 130'000 | 129'990 | 129'990 | 2'929 CHF | 4'229 CHF | 100.00% | 100.00% |
09.07.2024 | 37.74% | 0.02 CHF | 0.03 CHF | 130'000 | 130'000 | 129'706 | 129'706 | 2'805 CHF | 4'105 CHF | 100.00% | 100.00% |
08.07.2024 | 40.15% | 0.02 CHF | 0.03 CHF | 130'000 | 130'000 | 129'782 | 129'782 | 2'599 CHF | 3'899 CHF | 100.00% | 100.00% |
05.07.2024 | 44.34% | 0.02 CHF | 0.03 CHF | 130'000 | 130'000 | 129'932 | 129'932 | 2'295 CHF | 3'595 CHF | 100.00% | 100.00% |
04.07.2024 | 38.40% | 0.02 CHF | 0.03 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 2'742 CHF | 4'042 CHF | 100.00% | 100.00% |
03.07.2024 | 39.78% | 0.02 CHF | 0.03 CHF | 130'000 | 130'000 | 129'903 | 129'903 | 2'628 CHF | 3'927 CHF | 100.00% | 100.00% |
02.07.2024 | 36.41% | 0.02 CHF | 0.03 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 2'944 CHF | 4'244 CHF | 100.00% | 100.00% |