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 | 86.59% | 0.01 CHF | 0.02 CHF | 250'000 | 250'000 | 114'504 | 114'504 | 916 CHF | 2'296 CHF | 100.00% | 100.00% |
12.07.2024 | 75.37% | 0.01 CHF | 0.02 CHF | 240'000 | 240'000 | 111'603 | 111'603 | 987 CHF | 2'238 CHF | 100.00% | 100.00% |
11.07.2024 | 83.27% | 0.01 CHF | 0.02 CHF | 250'000 | 250'000 | 114'576 | 114'576 | 1'004 CHF | 2'297 CHF | 99.82% | 99.82% |
10.07.2024 | 86.59% | 0.01 CHF | 0.02 CHF | 250'000 | 250'000 | 114'505 | 114'505 | 916 CHF | 2'296 CHF | 100.00% | 100.00% |
09.07.2024 | 86.75% | 0.01 CHF | 0.02 CHF | 240'000 | 240'000 | 112'997 | 112'997 | 904 CHF | 2'268 CHF | 99.74% | 99.74% |
08.07.2024 | 86.71% | 0.01 CHF | 0.02 CHF | 250'000 | 250'000 | 107'150 | 107'150 | 857 CHF | 2'150 CHF | 100.00% | 100.00% |
05.07.2024 | 86.44% | 0.01 CHF | 0.02 CHF | 240'000 | 240'000 | 107'311 | 107'311 | 858 CHF | 2'151 CHF | 99.70% | 99.70% |
04.07.2024 | 85.71% | 0.01 CHF | 0.02 CHF | 100'000 | 100'000 | 78'440 | 78'440 | 628 CHF | 1'569 CHF | 99.81% | 99.81% |
03.07.2024 | 84.19% | 0.01 CHF | 0.02 CHF | 240'000 | 240'000 | 107'041 | 107'041 | 875 CHF | 2'147 CHF | 100.00% | 100.00% |
02.07.2024 | 67.56% | 0.01 CHF | 0.02 CHF | 240'000 | 240'000 | 107'056 | 107'056 | 1'071 CHF | 2'146 CHF | 100.00% | 100.00% |