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 | 91.04% | 0.01 CHF | 0.02 CHF | 500'000 | 500'000 | 223'685 | 223'685 | 1'589 CHF | 4'486 CHF | 100.00% | 100.00% |
12.07.2024 | 86.59% | 0.01 CHF | 0.02 CHF | 480'000 | 480'000 | 218'648 | 218'648 | 1'749 CHF | 4'385 CHF | 100.00% | 100.00% |
11.07.2024 | 86.59% | 0.01 CHF | 0.02 CHF | 490'000 | 490'000 | 221'878 | 221'878 | 1'775 CHF | 4'449 CHF | 99.82% | 99.82% |
10.07.2024 | 103.40% | 0.01 CHF | 0.02 CHF | 500'000 | 500'000 | 223'156 | 223'156 | 1'399 CHF | 4'477 CHF | 100.00% | 100.00% |
09.07.2024 | 86.75% | 0.01 CHF | 0.02 CHF | 480'000 | 480'000 | 220'006 | 220'006 | 1'760 CHF | 4'416 CHF | 99.74% | 99.74% |
08.07.2024 | 86.71% | 0.01 CHF | 0.02 CHF | 490'000 | 490'000 | 211'713 | 211'713 | 1'694 CHF | 4'248 CHF | 100.00% | 100.00% |
05.07.2024 | 86.44% | 0.01 CHF | 0.02 CHF | 480'000 | 480'000 | 212'222 | 212'222 | 1'698 CHF | 4'253 CHF | 99.70% | 99.70% |
04.07.2024 | 85.71% | 0.01 CHF | 0.02 CHF | 190'000 | 190'000 | 152'232 | 152'232 | 1'218 CHF | 3'045 CHF | 99.81% | 99.81% |
03.07.2024 | 81.84% | 0.01 CHF | 0.02 CHF | 480'000 | 480'000 | 211'701 | 211'701 | 1'770 CHF | 4'246 CHF | 100.00% | 100.00% |
02.07.2024 | 67.72% | 0.01 CHF | 0.02 CHF | 470'000 | 470'000 | 209'986 | 209'986 | 2'092 CHF | 4'209 CHF | 100.00% | 100.00% |