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 | 33.64% | 0.05 CHF | 0.07 CHF | 70'000 | 140'000 | 70'000 | 140'000 | 3'464 CHF | 9'728 CHF | 100.00% | 100.00% |
12.07.2024 | 35.82% | 0.05 CHF | 0.07 CHF | 70'000 | 140'000 | 70'000 | 140'000 | 3'210 CHF | 9'221 CHF | 100.00% | 100.00% |
11.07.2024 | 35.78% | 0.05 CHF | 0.07 CHF | 70'000 | 140'000 | 70'000 | 140'000 | 3'217 CHF | 9'234 CHF | 100.00% | 100.00% |
10.07.2024 | 36.84% | 0.05 CHF | 0.07 CHF | 70'000 | 140'000 | 70'000 | 140'000 | 3'102 CHF | 9'005 CHF | 100.00% | 100.00% |
09.07.2024 | 39.42% | 0.04 CHF | 0.06 CHF | 70'000 | 140'000 | 69'842 | 139'684 | 2'858 CHF | 8'516 CHF | 100.00% | 100.00% |
08.07.2024 | 55.03% | 0.04 CHF | 0.06 CHF | 70'000 | 140'000 | 69'879 | 139'757 | 2'898 CHF | 10'212 CHF | 100.00% | 100.00% |
05.07.2024 | 58.63% | 0.04 CHF | 0.08 CHF | 70'000 | 140'000 | 70'000 | 140'000 | 2'807 CHF | 10'268 CHF | 100.00% | 100.00% |
04.07.2024 | 60.00% | 0.04 CHF | 0.07 CHF | 70'000 | 140'000 | 70'000 | 140'000 | 2'681 CHF | 9'954 CHF | 100.00% | 100.00% |
03.07.2024 | 59.34% | 0.04 CHF | 0.07 CHF | 70'000 | 140'000 | 70'000 | 140'000 | 2'739 CHF | 10'098 CHF | 100.00% | 100.00% |
02.07.2024 | 63.03% | 0.04 CHF | 0.07 CHF | 70'000 | 140'000 | 70'000 | 140'000 | 2'459 CHF | 9'433 CHF | 100.00% | 100.00% |