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 | 20.52% | 0.09 CHF | 0.11 CHF | 70'000 | 140'000 | 70'000 | 140'000 | 6'126 CHF | 15'051 CHF | 100.00% | 100.00% |
12.07.2024 | 22.11% | 0.08 CHF | 0.10 CHF | 70'000 | 140'000 | 70'000 | 140'000 | 5'635 CHF | 14'069 CHF | 100.00% | 100.00% |
11.07.2024 | 22.05% | 0.08 CHF | 0.10 CHF | 70'000 | 140'000 | 69'858 | 139'716 | 5'641 CHF | 14'077 CHF | 100.00% | 100.00% |
10.07.2024 | 22.60% | 0.08 CHF | 0.10 CHF | 70'000 | 140'000 | 70'000 | 140'000 | 5'499 CHF | 13'798 CHF | 100.00% | 100.00% |
09.07.2024 | 24.12% | 0.07 CHF | 0.09 CHF | 70'000 | 140'000 | 69'843 | 139'685 | 5'117 CHF | 13'033 CHF | 100.00% | 100.00% |
08.07.2024 | 39.44% | 0.07 CHF | 0.09 CHF | 70'000 | 140'000 | 69'884 | 139'768 | 5'203 CHF | 15'542 CHF | 100.00% | 100.00% |
05.07.2024 | 42.37% | 0.07 CHF | 0.11 CHF | 70'000 | 140'000 | 70'000 | 140'000 | 5'067 CHF | 15'580 CHF | 100.00% | 100.00% |
04.07.2024 | 43.45% | 0.07 CHF | 0.10 CHF | 70'000 | 140'000 | 70'000 | 140'000 | 4'849 CHF | 15'080 CHF | 100.00% | 100.00% |
03.07.2024 | 43.17% | 0.07 CHF | 0.11 CHF | 70'000 | 140'000 | 70'000 | 140'000 | 4'880 CHF | 15'131 CHF | 100.00% | 100.00% |
02.07.2024 | 45.44% | 0.07 CHF | 0.10 CHF | 70'000 | 140'000 | 70'000 | 140'000 | 4'458 CHF | 14'151 CHF | 100.00% | 100.00% |