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 | 25.42% | 0.04 CHF | 0.05 CHF | 300'000 | 300'000 | 135'274 | 135'274 | 4'718 CHF | 6'077 CHF | 100.00% | 100.00% |
12.07.2024 | 25.74% | 0.03 CHF | 0.04 CHF | 300'000 | 300'000 | 135'213 | 135'213 | 4'604 CHF | 5'962 CHF | 99.99% | 99.99% |
11.07.2024 | 28.22% | 0.04 CHF | 0.05 CHF | 300'000 | 300'000 | 136'996 | 136'996 | 4'515 CHF | 5'891 CHF | 100.00% | 100.00% |
10.07.2024 | 29.50% | 0.03 CHF | 0.04 CHF | 310'000 | 310'000 | 136'965 | 136'965 | 4'004 CHF | 5'380 CHF | 100.00% | 100.00% |
09.07.2024 | 29.63% | 0.03 CHF | 0.04 CHF | 300'000 | 300'000 | 137'008 | 137'008 | 4'005 CHF | 5'383 CHF | 100.00% | 100.00% |
08.07.2024 | 27.90% | 0.03 CHF | 0.04 CHF | 310'000 | 310'000 | 136'681 | 136'681 | 4'224 CHF | 5'598 CHF | 100.00% | 100.00% |
05.07.2024 | 28.61% | 0.03 CHF | 0.04 CHF | 300'000 | 300'000 | 135'365 | 135'365 | 4'127 CHF | 5'487 CHF | 99.99% | 99.99% |
04.07.2024 | 26.97% | 0.03 CHF | 0.04 CHF | 120'000 | 120'000 | 98'732 | 98'732 | 3'166 CHF | 4'153 CHF | 100.00% | 100.00% |
03.07.2024 | 29.53% | 0.03 CHF | 0.04 CHF | 300'000 | 300'000 | 135'266 | 135'266 | 3'996 CHF | 5'355 CHF | 100.00% | 100.00% |
02.07.2024 | 32.50% | 0.03 CHF | 0.04 CHF | 300'000 | 300'000 | 136'988 | 136'988 | 3'745 CHF | 5'121 CHF | 99.88% | 99.88% |