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 | 127.81% | 0.01 CHF | 0.02 CHF | 250'000 | 250'000 | 114'505 | 114'505 | 550 CHF | 2'298 CHF | 100.00% | 100.00% |
12.07.2024 | 108.49% | 0.01 CHF | 0.02 CHF | 240'000 | 240'000 | 111'597 | 111'597 | 670 CHF | 2'239 CHF | 100.00% | 100.00% |
11.07.2024 | 108.49% | 0.01 CHF | 0.02 CHF | 250'000 | 250'000 | 114'577 | 114'577 | 687 CHF | 2'298 CHF | 99.82% | 99.82% |
10.07.2024 | 133.97% | 0.00 CHF | 0.02 CHF | 250'000 | 250'000 | 114'505 | 114'505 | 458 CHF | 2'298 CHF | 100.00% | 100.00% |
09.07.2024 | 122.15% | 0.01 CHF | 0.02 CHF | 240'000 | 240'000 | 113'007 | 113'007 | 590 CHF | 2'271 CHF | 99.72% | 99.72% |
08.07.2024 | 134.06% | 0.00 CHF | 0.02 CHF | 250'000 | 250'000 | 107'152 | 107'152 | 429 CHF | 2'152 CHF | 100.00% | 100.00% |
05.07.2024 | 133.64% | 0.00 CHF | 0.02 CHF | 240'000 | 240'000 | 107'313 | 107'313 | 433 CHF | 2'152 CHF | 99.70% | 99.70% |
04.07.2024 | 133.20% | 0.01 CHF | 0.02 CHF | 100'000 | 100'000 | 78'440 | 78'440 | 315 CHF | 1'569 CHF | 99.81% | 99.81% |
03.07.2024 | 115.94% | 0.00 CHF | 0.02 CHF | 240'000 | 240'000 | 107'054 | 107'054 | 526 CHF | 2'149 CHF | 100.00% | 100.00% |
02.07.2024 | 108.49% | 0.01 CHF | 0.02 CHF | 240'000 | 240'000 | 107'056 | 107'056 | 642 CHF | 2'148 CHF | 100.00% | 100.00% |