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 | 18.89% | 0.05 CHF | 0.06 CHF | 300'000 | 300'000 | 135'275 | 135'275 | 6'610 CHF | 7'969 CHF | 100.00% | 100.00% |
12.07.2024 | 19.12% | 0.05 CHF | 0.06 CHF | 300'000 | 300'000 | 135'228 | 135'228 | 6'460 CHF | 7'818 CHF | 100.00% | 100.00% |
11.07.2024 | 21.07% | 0.05 CHF | 0.06 CHF | 300'000 | 300'000 | 136'978 | 136'978 | 6'300 CHF | 7'676 CHF | 99.99% | 99.99% |
10.07.2024 | 21.94% | 0.04 CHF | 0.05 CHF | 310'000 | 310'000 | 136'967 | 136'967 | 5'633 CHF | 7'009 CHF | 100.00% | 100.00% |
09.07.2024 | 21.78% | 0.04 CHF | 0.05 CHF | 300'000 | 300'000 | 137'006 | 137'006 | 5'710 CHF | 7'088 CHF | 100.00% | 100.00% |
08.07.2024 | 20.44% | 0.04 CHF | 0.05 CHF | 310'000 | 310'000 | 136'685 | 136'685 | 6'024 CHF | 7'398 CHF | 100.00% | 100.00% |
05.07.2024 | 20.91% | 0.05 CHF | 0.06 CHF | 300'000 | 300'000 | 135'387 | 135'387 | 5'932 CHF | 7'292 CHF | 100.00% | 100.00% |
04.07.2024 | 19.66% | 0.05 CHF | 0.06 CHF | 120'000 | 120'000 | 98'732 | 98'732 | 4'525 CHF | 5'513 CHF | 100.00% | 100.00% |
03.07.2024 | 21.76% | 0.04 CHF | 0.05 CHF | 300'000 | 300'000 | 135'266 | 135'266 | 5'715 CHF | 7'073 CHF | 100.00% | 100.00% |
02.07.2024 | 23.94% | 0.04 CHF | 0.05 CHF | 300'000 | 300'000 | 136'988 | 136'988 | 5'367 CHF | 6'743 CHF | 99.88% | 99.88% |