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 | 102.93% | 0.00 CHF | 0.02 CHF | 390'000 | 390'000 | 382'558 | 382'558 | 2'553 CHF | 7'655 CHF | 100.00% | 100.00% |
12.07.2024 | 72.42% | 0.01 CHF | 0.02 CHF | 380'000 | 380'000 | 377'295 | 377'295 | 3'573 CHF | 7'551 CHF | 100.00% | 100.00% |
11.07.2024 | 79.67% | 0.01 CHF | 0.02 CHF | 390'000 | 390'000 | 382'941 | 382'941 | 3'329 CHF | 7'665 CHF | 100.00% | 100.00% |
10.07.2024 | 69.91% | 0.01 CHF | 0.02 CHF | 390'000 | 390'000 | 396'874 | 396'874 | 3'854 CHF | 7'942 CHF | 100.00% | 100.00% |
09.07.2024 | 86.27% | 0.01 CHF | 0.02 CHF | 400'000 | 400'000 | 395'088 | 395'088 | 3'167 CHF | 7'917 CHF | 99.75% | 99.75% |
08.07.2024 | 86.39% | 0.01 CHF | 0.02 CHF | 390'000 | 390'000 | 386'355 | 386'355 | 3'091 CHF | 7'740 CHF | 99.27% | 99.27% |
05.07.2024 | 86.27% | 0.01 CHF | 0.02 CHF | 390'000 | 390'000 | 386'426 | 386'426 | 3'091 CHF | 7'733 CHF | 100.00% | 100.00% |
04.07.2024 | 86.28% | 0.01 CHF | 0.02 CHF | 390'000 | 390'000 | 386'142 | 386'142 | 3'089 CHF | 7'728 CHF | 99.61% | 99.61% |
03.07.2024 | 86.27% | 0.01 CHF | 0.02 CHF | 390'000 | 390'000 | 388'816 | 388'816 | 3'111 CHF | 7'781 CHF | 100.00% | 100.00% |
02.07.2024 | 85.92% | 0.01 CHF | 0.02 CHF | 400'000 | 400'000 | 398'426 | 398'426 | 3'203 CHF | 7'974 CHF | 99.38% | 99.38% |