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 | 15.17% | 0.07 CHF | 0.08 CHF | 160'000 | 160'000 | 72'168 | 72'168 | 4'641 CHF | 5'366 CHF | 100.00% | 100.00% |
12.07.2024 | 14.45% | 0.06 CHF | 0.07 CHF | 160'000 | 160'000 | 72'166 | 72'166 | 4'783 CHF | 5'508 CHF | 100.00% | 100.00% |
11.07.2024 | 17.52% | 0.06 CHF | 0.07 CHF | 160'000 | 160'000 | 79'241 | 79'241 | 4'282 CHF | 5'077 CHF | 99.99% | 99.99% |
10.07.2024 | 20.42% | 0.05 CHF | 0.06 CHF | 170'000 | 170'000 | 79'621 | 79'621 | 3'650 CHF | 4'450 CHF | 100.00% | 100.00% |
09.07.2024 | 21.74% | 0.04 CHF | 0.05 CHF | 170'000 | 170'000 | 79'572 | 79'572 | 3'342 CHF | 4'142 CHF | 99.75% | 99.75% |
08.07.2024 | 18.75% | 0.04 CHF | 0.05 CHF | 170'000 | 170'000 | 79'562 | 79'562 | 3'919 CHF | 4'721 CHF | 99.27% | 99.27% |
05.07.2024 | 25.15% | 0.04 CHF | 0.05 CHF | 170'000 | 170'000 | 79'621 | 79'621 | 2'827 CHF | 3'627 CHF | 100.00% | 100.00% |
04.07.2024 | 23.80% | 0.04 CHF | 0.05 CHF | 70'000 | 70'000 | 58'319 | 58'319 | 2'157 CHF | 2'740 CHF | 99.61% | 99.61% |
03.07.2024 | 17.48% | 0.04 CHF | 0.05 CHF | 170'000 | 170'000 | 79'611 | 79'611 | 4'078 CHF | 4'878 CHF | 100.00% | 100.00% |
02.07.2024 | 16.89% | 0.05 CHF | 0.06 CHF | 170'000 | 170'000 | 78'982 | 78'982 | 4'318 CHF | 5'111 CHF | 99.99% | 99.99% |