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 | 19.94% | 0.05 CHF | 0.06 CHF | 320'000 | 320'000 | 141'920 | 141'920 | 6'766 CHF | 8'192 CHF | 99.99% | 99.99% |
12.07.2024 | 19.29% | 0.05 CHF | 0.06 CHF | 320'000 | 320'000 | 141'930 | 141'930 | 6'864 CHF | 8'289 CHF | 100.00% | 100.00% |
11.07.2024 | 23.49% | 0.04 CHF | 0.05 CHF | 320'000 | 320'000 | 149'035 | 149'035 | 5'833 CHF | 7'330 CHF | 99.99% | 99.99% |
10.07.2024 | 27.33% | 0.03 CHF | 0.04 CHF | 330'000 | 330'000 | 151'791 | 151'791 | 5'014 CHF | 6'539 CHF | 100.00% | 100.00% |
09.07.2024 | 28.50% | 0.03 CHF | 0.04 CHF | 340'000 | 340'000 | 153'846 | 153'846 | 4'678 CHF | 6'225 CHF | 99.75% | 99.75% |
08.07.2024 | 24.84% | 0.03 CHF | 0.04 CHF | 330'000 | 330'000 | 150'415 | 150'415 | 5'374 CHF | 6'890 CHF | 99.27% | 99.27% |
05.07.2024 | 33.18% | 0.03 CHF | 0.04 CHF | 340'000 | 340'000 | 153'925 | 153'925 | 3'931 CHF | 5'477 CHF | 100.00% | 100.00% |
04.07.2024 | 31.49% | 0.03 CHF | 0.04 CHF | 140'000 | 140'000 | 111'339 | 111'339 | 2'966 CHF | 4'080 CHF | 99.61% | 99.61% |
03.07.2024 | 23.83% | 0.03 CHF | 0.04 CHF | 340'000 | 340'000 | 150'881 | 150'881 | 5'443 CHF | 6'958 CHF | 99.99% | 99.99% |
02.07.2024 | 22.94% | 0.04 CHF | 0.05 CHF | 330'000 | 330'000 | 148'755 | 148'755 | 5'775 CHF | 7'269 CHF | 100.00% | 100.00% |