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 | 43.61% | 0.02 CHF | 0.03 CHF | 210'000 | 210'000 | 202'430 | 202'430 | 3'676 CHF | 5'700 CHF | 99.97% | 99.97% |
12.07.2024 | 41.38% | 0.02 CHF | 0.03 CHF | 210'000 | 210'000 | 203'194 | 203'194 | 3'928 CHF | 5'960 CHF | 100.00% | 100.00% |
11.07.2024 | 40.83% | 0.02 CHF | 0.03 CHF | 200'000 | 200'000 | 201'466 | 201'466 | 3'964 CHF | 5'979 CHF | 100.00% | 100.00% |
10.07.2024 | 42.59% | 0.02 CHF | 0.03 CHF | 210'000 | 210'000 | 204'193 | 204'193 | 3'779 CHF | 5'821 CHF | 100.00% | 100.00% |
09.07.2024 | 40.91% | 0.02 CHF | 0.03 CHF | 200'000 | 200'000 | 199'302 | 199'302 | 3'915 CHF | 5'915 CHF | 100.00% | 100.00% |
08.07.2024 | 35.30% | 0.02 CHF | 0.03 CHF | 200'000 | 200'000 | 199'669 | 199'669 | 4'695 CHF | 6'695 CHF | 100.00% | 100.00% |
05.07.2024 | 34.50% | 0.03 CHF | 0.04 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 4'810 CHF | 6'810 CHF | 99.82% | 99.82% |
04.07.2024 | 39.91% | 0.02 CHF | 0.03 CHF | 200'000 | 200'000 | 201'281 | 201'281 | 4'038 CHF | 6'051 CHF | 99.50% | 99.50% |
03.07.2024 | 47.62% | 0.02 CHF | 0.03 CHF | 210'000 | 210'000 | 210'000 | 210'000 | 3'360 CHF | 5'460 CHF | 100.00% | 100.00% |
02.07.2024 | 56.99% | 0.01 CHF | 0.02 CHF | 210'000 | 210'000 | 217'608 | 217'608 | 2'737 CHF | 4'913 CHF | 100.00% | 100.00% |