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 | 74.21% | 0.02 CHF | 0.05 CHF | 160'000 | 160'000 | 72'169 | 72'169 | 1'515 CHF | 3'190 CHF | 100.00% | 100.00% |
12.07.2024 | 61.30% | 0.02 CHF | 0.04 CHF | 160'000 | 160'000 | 72'165 | 72'165 | 1'692 CHF | 3'182 CHF | 100.00% | 100.00% |
11.07.2024 | 88.38% | 0.02 CHF | 0.04 CHF | 160'000 | 160'000 | 79'248 | 79'248 | 1'347 CHF | 3'423 CHF | 100.00% | 100.00% |
10.07.2024 | 102.80% | 0.01 CHF | 0.04 CHF | 170'000 | 170'000 | 79'621 | 79'621 | 1'109 CHF | 3'434 CHF | 100.00% | 100.00% |
09.07.2024 | 112.57% | 0.01 CHF | 0.04 CHF | 170'000 | 170'000 | 79'566 | 79'566 | 970 CHF | 3'390 CHF | 99.75% | 99.75% |
08.07.2024 | 95.39% | 0.01 CHF | 0.04 CHF | 170'000 | 170'000 | 79'562 | 79'562 | 1'197 CHF | 3'429 CHF | 99.27% | 99.27% |
05.07.2024 | 123.82% | 0.01 CHF | 0.04 CHF | 170'000 | 170'000 | 79'621 | 79'621 | 795 CHF | 3'355 CHF | 100.00% | 100.00% |
04.07.2024 | 123.30% | 0.01 CHF | 0.04 CHF | 70'000 | 70'000 | 58'325 | 58'325 | 583 CHF | 2'450 CHF | 99.54% | 99.54% |
03.07.2024 | 80.49% | 0.01 CHF | 0.04 CHF | 170'000 | 170'000 | 79'611 | 79'611 | 1'355 CHF | 3'405 CHF | 100.00% | 100.00% |
02.07.2024 | 76.03% | 0.02 CHF | 0.04 CHF | 170'000 | 170'000 | 78'990 | 78'990 | 1'496 CHF | 3'405 CHF | 100.00% | 100.00% |