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 | 49.56% | 0.01 CHF | 0.02 CHF | 500'000 | 500'000 | 223'684 | 223'684 | 3'366 CHF | 5'613 CHF | 100.00% | 100.00% |
12.07.2024 | 45.70% | 0.02 CHF | 0.03 CHF | 480'000 | 480'000 | 218'662 | 218'662 | 3'706 CHF | 5'903 CHF | 100.00% | 100.00% |
11.07.2024 | 47.97% | 0.02 CHF | 0.03 CHF | 490'000 | 490'000 | 221'867 | 221'867 | 3'662 CHF | 5'890 CHF | 99.83% | 99.83% |
10.07.2024 | 53.48% | 0.01 CHF | 0.02 CHF | 500'000 | 500'000 | 223'154 | 223'154 | 3'124 CHF | 5'366 CHF | 100.00% | 100.00% |
09.07.2024 | 49.39% | 0.02 CHF | 0.03 CHF | 480'000 | 480'000 | 220'001 | 220'001 | 3'477 CHF | 5'690 CHF | 99.73% | 99.73% |
08.07.2024 | 45.13% | 0.02 CHF | 0.03 CHF | 490'000 | 490'000 | 211'680 | 211'680 | 3'625 CHF | 5'754 CHF | 100.00% | 100.00% |
05.07.2024 | 44.11% | 0.02 CHF | 0.03 CHF | 480'000 | 480'000 | 212'210 | 212'210 | 3'826 CHF | 5'956 CHF | 99.71% | 99.71% |
04.07.2024 | 43.45% | 0.02 CHF | 0.03 CHF | 190'000 | 190'000 | 152'232 | 152'232 | 2'742 CHF | 4'264 CHF | 99.81% | 99.81% |
03.07.2024 | 41.57% | 0.02 CHF | 0.03 CHF | 480'000 | 480'000 | 211'673 | 211'673 | 4'031 CHF | 6'157 CHF | 100.00% | 100.00% |
02.07.2024 | 37.08% | 0.02 CHF | 0.03 CHF | 470'000 | 470'000 | 209'976 | 209'976 | 4'608 CHF | 6'717 CHF | 100.00% | 100.00% |