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 | 24.63% | 0.04 CHF | 0.05 CHF | 440'000 | 440'000 | 195'376 | 195'376 | 7'150 CHF | 9'114 CHF | 100.00% | 100.00% |
12.07.2024 | 20.03% | 0.04 CHF | 0.05 CHF | 440'000 | 440'000 | 180'727 | 180'727 | 8'277 CHF | 10'093 CHF | 99.90% | 99.90% |
11.07.2024 | 25.03% | 0.04 CHF | 0.05 CHF | 440'000 | 440'000 | 195'456 | 195'456 | 7'162 CHF | 9'125 CHF | 100.00% | 100.00% |
10.07.2024 | 29.23% | 0.03 CHF | 0.04 CHF | 440'000 | 440'000 | 195'500 | 195'500 | 6'061 CHF | 8'025 CHF | 100.00% | 100.00% |
09.07.2024 | 33.56% | 0.03 CHF | 0.04 CHF | 440'000 | 440'000 | 195'171 | 195'171 | 5'015 CHF | 6'979 CHF | 100.00% | 100.00% |
08.07.2024 | 35.83% | 0.02 CHF | 0.03 CHF | 440'000 | 440'000 | 195'311 | 195'311 | 4'501 CHF | 6'465 CHF | 100.00% | 100.00% |
05.07.2024 | 33.61% | 0.03 CHF | 0.04 CHF | 440'000 | 440'000 | 195'473 | 195'473 | 4'904 CHF | 6'868 CHF | 99.90% | 99.90% |
04.07.2024 | 32.19% | 0.03 CHF | 0.04 CHF | 180'000 | 180'000 | 142'782 | 142'782 | 3'724 CHF | 5'152 CHF | 100.00% | 100.00% |
03.07.2024 | 33.45% | 0.03 CHF | 0.04 CHF | 440'000 | 440'000 | 195'470 | 195'470 | 5'240 CHF | 7'204 CHF | 100.00% | 100.00% |
02.07.2024 | 40.43% | 0.02 CHF | 0.03 CHF | 440'000 | 440'000 | 195'722 | 195'722 | 3'981 CHF | 5'947 CHF | 100.00% | 100.00% |