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 | 24.63% | 0.04 CHF | 0.05 CHF | 160'000 | 160'000 | 72'168 | 72'168 | 2'727 CHF | 3'454 CHF | 100.00% | 100.00% |
12.07.2024 | 22.75% | 0.04 CHF | 0.05 CHF | 160'000 | 160'000 | 72'166 | 72'166 | 2'888 CHF | 3'613 CHF | 100.00% | 100.00% |
11.07.2024 | 31.89% | 0.04 CHF | 0.05 CHF | 160'000 | 160'000 | 79'249 | 79'249 | 2'508 CHF | 3'431 CHF | 100.00% | 100.00% |
10.07.2024 | 49.50% | 0.03 CHF | 0.04 CHF | 170'000 | 170'000 | 79'620 | 79'620 | 2'100 CHF | 3'430 CHF | 100.00% | 100.00% |
09.07.2024 | 56.91% | 0.02 CHF | 0.04 CHF | 170'000 | 170'000 | 79'574 | 79'574 | 1'903 CHF | 3'385 CHF | 99.75% | 99.75% |
08.07.2024 | 39.96% | 0.02 CHF | 0.04 CHF | 170'000 | 170'000 | 79'575 | 79'575 | 2'259 CHF | 3'422 CHF | 99.27% | 99.27% |
05.07.2024 | 76.24% | 0.02 CHF | 0.04 CHF | 170'000 | 170'000 | 79'621 | 79'621 | 1'513 CHF | 3'352 CHF | 100.00% | 100.00% |
04.07.2024 | 69.78% | 0.02 CHF | 0.04 CHF | 70'000 | 70'000 | 58'319 | 58'319 | 1'177 CHF | 2'449 CHF | 99.61% | 99.61% |
03.07.2024 | 31.08% | 0.02 CHF | 0.04 CHF | 170'000 | 170'000 | 79'612 | 79'612 | 2'450 CHF | 3'506 CHF | 100.00% | 100.00% |
02.07.2024 | 27.47% | 0.03 CHF | 0.04 CHF | 170'000 | 170'000 | 78'982 | 78'982 | 2'599 CHF | 3'464 CHF | 99.99% | 99.99% |