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 | 40.84% | 0.02 CHF | 0.03 CHF | 440'000 | 440'000 | 195'376 | 195'376 | 3'897 CHF | 5'860 CHF | 100.00% | 100.00% |
12.07.2024 | 32.93% | 0.02 CHF | 0.03 CHF | 440'000 | 440'000 | 180'726 | 180'726 | 4'676 CHF | 6'492 CHF | 99.90% | 99.90% |
11.07.2024 | 43.34% | 0.02 CHF | 0.03 CHF | 440'000 | 440'000 | 195'456 | 195'456 | 3'756 CHF | 5'720 CHF | 100.00% | 100.00% |
10.07.2024 | 48.63% | 0.02 CHF | 0.03 CHF | 440'000 | 440'000 | 195'499 | 195'499 | 3'205 CHF | 5'170 CHF | 100.00% | 100.00% |
09.07.2024 | 53.50% | 0.02 CHF | 0.03 CHF | 440'000 | 440'000 | 195'172 | 195'172 | 2'754 CHF | 4'717 CHF | 100.00% | 100.00% |
08.07.2024 | 55.34% | 0.01 CHF | 0.02 CHF | 440'000 | 440'000 | 195'313 | 195'313 | 2'526 CHF | 4'490 CHF | 100.00% | 100.00% |
05.07.2024 | 53.72% | 0.01 CHF | 0.02 CHF | 440'000 | 440'000 | 195'472 | 195'472 | 2'708 CHF | 4'672 CHF | 99.90% | 99.90% |
04.07.2024 | 52.62% | 0.01 CHF | 0.02 CHF | 180'000 | 180'000 | 142'782 | 142'782 | 2'000 CHF | 3'427 CHF | 100.00% | 100.00% |
03.07.2024 | 54.48% | 0.02 CHF | 0.03 CHF | 440'000 | 440'000 | 195'470 | 195'470 | 2'811 CHF | 4'775 CHF | 100.00% | 100.00% |
02.07.2024 | 59.69% | 0.01 CHF | 0.02 CHF | 440'000 | 440'000 | 195'722 | 195'722 | 2'349 CHF | 4'315 CHF | 100.00% | 100.00% |