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 | 42.22% | 0.02 CHF | 0.03 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 1'502 CHF | 2'302 CHF | 100.00% | 100.00% |
12.07.2024 | 39.27% | 0.02 CHF | 0.03 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 1'641 CHF | 2'441 CHF | 100.00% | 100.00% |
11.07.2024 | 36.65% | 0.02 CHF | 0.03 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 1'787 CHF | 2'587 CHF | 99.99% | 99.99% |
10.07.2024 | 45.86% | 0.02 CHF | 0.03 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 1'350 CHF | 2'150 CHF | 100.00% | 100.00% |
09.07.2024 | 42.19% | 0.02 CHF | 0.03 CHF | 80'000 | 80'000 | 79'713 | 79'713 | 1'505 CHF | 2'305 CHF | 100.00% | 100.00% |
08.07.2024 | 35.74% | 0.02 CHF | 0.03 CHF | 80'000 | 80'000 | 79'865 | 79'865 | 1'846 CHF | 2'646 CHF | 100.00% | 100.00% |
05.07.2024 | 29.97% | 0.03 CHF | 0.04 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 2'276 CHF | 3'076 CHF | 100.00% | 100.00% |
04.07.2024 | 32.06% | 0.03 CHF | 0.04 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 2'097 CHF | 2'897 CHF | 100.00% | 100.00% |
03.07.2024 | 36.04% | 0.03 CHF | 0.04 CHF | 80'000 | 80'000 | 79'991 | 79'991 | 1'826 CHF | 2'626 CHF | 100.00% | 100.00% |
02.07.2024 | 46.65% | 0.02 CHF | 0.03 CHF | 80'000 | 80'000 | 79'989 | 79'989 | 1'319 CHF | 2'119 CHF | 100.00% | 100.00% |