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 | 19.33% | 0.05 CHF | 0.06 CHF | 290'000 | 290'000 | 290'000 | 290'000 | 13'630 CHF | 16'530 CHF | 99.88% | 99.88% |
12.07.2024 | 23.27% | 0.04 CHF | 0.05 CHF | 290'000 | 290'000 | 294'017 | 294'017 | 11'176 CHF | 14'116 CHF | 99.99% | 99.99% |
11.07.2024 | 24.75% | 0.03 CHF | 0.04 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 10'655 CHF | 13'655 CHF | 99.99% | 99.99% |
10.07.2024 | 29.87% | 0.03 CHF | 0.04 CHF | 300'000 | 300'000 | 300'006 | 300'006 | 8'562 CHF | 11'562 CHF | 100.00% | 100.00% |
09.07.2024 | 31.62% | 0.03 CHF | 0.04 CHF | 310'000 | 310'000 | 305'190 | 305'190 | 8'160 CHF | 11'219 CHF | 99.74% | 99.74% |
08.07.2024 | 33.66% | 0.02 CHF | 0.03 CHF | 310'000 | 310'000 | 309'474 | 309'474 | 7'681 CHF | 10'781 CHF | 99.27% | 99.27% |
05.07.2024 | 33.27% | 0.02 CHF | 0.03 CHF | 310'000 | 310'000 | 305'947 | 305'947 | 7'686 CHF | 10'745 CHF | 99.99% | 99.99% |
04.07.2024 | 38.35% | 0.02 CHF | 0.03 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 6'545 CHF | 9'645 CHF | 99.61% | 99.61% |
03.07.2024 | 30.72% | 0.03 CHF | 0.04 CHF | 300'000 | 300'000 | 300'107 | 300'107 | 8'280 CHF | 11'281 CHF | 100.00% | 100.00% |
02.07.2024 | 30.37% | 0.03 CHF | 0.04 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 8'395 CHF | 11'395 CHF | 100.00% | 100.00% |