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 | 123.99% | 0.01 CHF | 0.02 CHF | 290'000 | 290'000 | 290'000 | 290'000 | 1'374 CHF | 5'800 CHF | 100.00% | 100.00% |
12.07.2024 | 128.38% | 0.01 CHF | 0.02 CHF | 290'000 | 290'000 | 294'015 | 294'015 | 1'288 CHF | 5'880 CHF | 100.00% | 100.00% |
11.07.2024 | 125.87% | 0.00 CHF | 0.02 CHF | 300'000 | 300'000 | 299'698 | 299'698 | 1'375 CHF | 5'999 CHF | 100.00% | 100.00% |
10.07.2024 | 133.32% | 0.01 CHF | 0.02 CHF | 300'000 | 300'000 | 300'006 | 300'006 | 1'200 CHF | 6'000 CHF | 100.00% | 100.00% |
09.07.2024 | 133.46% | 0.00 CHF | 0.02 CHF | 310'000 | 310'000 | 305'154 | 305'154 | 1'221 CHF | 6'115 CHF | 99.74% | 99.74% |
08.07.2024 | 133.42% | 0.00 CHF | 0.02 CHF | 310'000 | 310'000 | 309'467 | 309'467 | 1'238 CHF | 6'198 CHF | 99.27% | 99.27% |
05.07.2024 | 133.36% | 0.00 CHF | 0.02 CHF | 310'000 | 310'000 | 305'785 | 305'785 | 1'223 CHF | 6'118 CHF | 100.00% | 100.00% |
04.07.2024 | 133.33% | 0.00 CHF | 0.02 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 1'240 CHF | 6'200 CHF | 99.61% | 99.61% |
03.07.2024 | 133.33% | 0.00 CHF | 0.02 CHF | 300'000 | 300'000 | 300'105 | 300'105 | 1'200 CHF | 6'002 CHF | 100.00% | 100.00% |
02.07.2024 | 133.33% | 0.00 CHF | 0.02 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 1'200 CHF | 6'000 CHF | 100.00% | 100.00% |