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 | 23.11% | 0.05 CHF | 0.07 CHF | 120'000 | 120'000 | 119'853 | 119'853 | 5'600 CHF | 7'038 CHF | 99.88% | 99.88% |
12.07.2024 | 19.37% | 0.05 CHF | 0.06 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 6'720 CHF | 8'160 CHF | 100.00% | 100.00% |
11.07.2024 | 19.59% | 0.05 CHF | 0.06 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 6'638 CHF | 8'078 CHF | 100.00% | 100.00% |
10.07.2024 | 20.70% | 0.05 CHF | 0.07 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 6'238 CHF | 7'678 CHF | 100.00% | 100.00% |
09.07.2024 | 26.12% | 0.04 CHF | 0.05 CHF | 120'000 | 120'000 | 119'566 | 119'566 | 4'812 CHF | 6'252 CHF | 100.00% | 100.00% |
08.07.2024 | 27.54% | 0.04 CHF | 0.05 CHF | 120'000 | 120'000 | 119'798 | 119'798 | 4'519 CHF | 5'959 CHF | 100.00% | 100.00% |
05.07.2024 | 27.63% | 0.04 CHF | 0.05 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 4'494 CHF | 5'934 CHF | 98.23% | 98.23% |
04.07.2024 | 29.66% | 0.04 CHF | 0.05 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 4'139 CHF | 5'579 CHF | 100.00% | 100.00% |
03.07.2024 | 31.41% | 0.03 CHF | 0.04 CHF | 120'000 | 120'000 | 119'012 | 119'012 | 3'836 CHF | 5'264 CHF | 100.00% | 100.00% |
02.07.2024 | 32.83% | 0.03 CHF | 0.04 CHF | 120'000 | 120'000 | 119'988 | 119'988 | 3'668 CHF | 5'108 CHF | 99.99% | 99.99% |