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 | 75.63% | 0.01 CHF | 0.02 CHF | 210'000 | 210'000 | 202'431 | 202'431 | 1'869 CHF | 4'106 CHF | 99.97% | 99.97% |
12.07.2024 | 62.60% | 0.01 CHF | 0.02 CHF | 210'000 | 210'000 | 203'193 | 203'193 | 2'261 CHF | 4'309 CHF | 100.00% | 100.00% |
11.07.2024 | 64.51% | 0.01 CHF | 0.02 CHF | 200'000 | 200'000 | 201'466 | 201'466 | 2'125 CHF | 4'140 CHF | 100.00% | 100.00% |
10.07.2024 | 66.59% | 0.01 CHF | 0.02 CHF | 210'000 | 210'000 | 204'194 | 204'194 | 2'046 CHF | 4'088 CHF | 100.00% | 100.00% |
09.07.2024 | 66.89% | 0.01 CHF | 0.02 CHF | 200'000 | 200'000 | 199'295 | 199'295 | 1'998 CHF | 4'002 CHF | 100.00% | 100.00% |
08.07.2024 | 59.76% | 0.01 CHF | 0.02 CHF | 200'000 | 200'000 | 199'654 | 199'654 | 2'361 CHF | 4'361 CHF | 100.00% | 100.00% |
05.07.2024 | 58.66% | 0.01 CHF | 0.02 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'414 CHF | 4'414 CHF | 99.82% | 99.82% |
04.07.2024 | 65.60% | 0.01 CHF | 0.02 CHF | 200'000 | 200'000 | 201'281 | 201'281 | 2'067 CHF | 4'080 CHF | 99.50% | 99.50% |
03.07.2024 | 66.71% | 0.01 CHF | 0.02 CHF | 210'000 | 210'000 | 210'000 | 210'000 | 2'099 CHF | 4'200 CHF | 100.00% | 100.00% |
02.07.2024 | 95.90% | 0.01 CHF | 0.02 CHF | 210'000 | 210'000 | 217'610 | 217'610 | 1'537 CHF | 4'352 CHF | 100.00% | 100.00% |