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 | 101.86% | 0.01 CHF | 0.02 CHF | 220'000 | 220'000 | 217'781 | 217'781 | 1'434 CHF | 4'359 CHF | 100.00% | 100.00% |
12.07.2024 | 105.70% | 0.01 CHF | 0.02 CHF | 220'000 | 220'000 | 209'158 | 209'158 | 1'353 CHF | 4'304 CHF | 100.00% | 100.00% |
11.07.2024 | 91.36% | 0.01 CHF | 0.02 CHF | 220'000 | 220'000 | 217'731 | 217'731 | 1'640 CHF | 4'358 CHF | 99.83% | 99.83% |
10.07.2024 | 86.27% | 0.01 CHF | 0.02 CHF | 220'000 | 220'000 | 214'157 | 214'157 | 1'713 CHF | 4'286 CHF | 100.00% | 100.00% |
09.07.2024 | 67.78% | 0.01 CHF | 0.02 CHF | 220'000 | 220'000 | 210'273 | 210'273 | 2'094 CHF | 4'213 CHF | 99.74% | 99.74% |
08.07.2024 | 68.20% | 0.01 CHF | 0.02 CHF | 210'000 | 210'000 | 207'527 | 207'527 | 2'056 CHF | 4'156 CHF | 100.00% | 100.00% |
05.07.2024 | 67.40% | 0.01 CHF | 0.02 CHF | 210'000 | 210'000 | 207'919 | 207'919 | 2'075 CHF | 4'161 CHF | 99.81% | 99.81% |
04.07.2024 | 71.35% | 0.01 CHF | 0.02 CHF | 210'000 | 210'000 | 213'979 | 213'979 | 2'045 CHF | 4'282 CHF | 100.00% | 100.00% |
03.07.2024 | 75.48% | 0.01 CHF | 0.02 CHF | 210'000 | 210'000 | 217'243 | 217'243 | 1'982 CHF | 4'348 CHF | 100.00% | 100.00% |
02.07.2024 | 105.50% | 0.01 CHF | 0.02 CHF | 220'000 | 220'000 | 217'787 | 217'787 | 1'361 CHF | 4'359 CHF | 100.00% | 100.00% |