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 | 54.25% | 0.01 CHF | 0.02 CHF | 220'000 | 220'000 | 217'781 | 217'781 | 2'973 CHF | 5'153 CHF | 100.00% | 100.00% |
12.07.2024 | 53.78% | 0.02 CHF | 0.03 CHF | 220'000 | 220'000 | 217'077 | 217'077 | 3'014 CHF | 5'194 CHF | 100.00% | 100.00% |
11.07.2024 | 49.83% | 0.01 CHF | 0.02 CHF | 220'000 | 220'000 | 217'341 | 217'341 | 3'339 CHF | 5'520 CHF | 99.82% | 99.82% |
10.07.2024 | 43.01% | 0.02 CHF | 0.03 CHF | 220'000 | 220'000 | 214'156 | 214'156 | 3'972 CHF | 6'116 CHF | 100.00% | 100.00% |
09.07.2024 | 39.20% | 0.02 CHF | 0.03 CHF | 220'000 | 220'000 | 210'282 | 210'282 | 4'402 CHF | 6'512 CHF | 99.75% | 99.75% |
08.07.2024 | 35.78% | 0.02 CHF | 0.03 CHF | 210'000 | 210'000 | 207'531 | 207'531 | 4'856 CHF | 6'937 CHF | 100.00% | 100.00% |
05.07.2024 | 35.49% | 0.02 CHF | 0.03 CHF | 210'000 | 210'000 | 207'919 | 207'919 | 4'902 CHF | 6'983 CHF | 99.81% | 99.81% |
04.07.2024 | 38.94% | 0.02 CHF | 0.03 CHF | 210'000 | 210'000 | 213'983 | 213'983 | 4'502 CHF | 6'644 CHF | 100.00% | 100.00% |
03.07.2024 | 41.51% | 0.02 CHF | 0.03 CHF | 210'000 | 210'000 | 217'170 | 217'170 | 4'233 CHF | 6'407 CHF | 100.00% | 100.00% |
02.07.2024 | 52.50% | 0.01 CHF | 0.02 CHF | 220'000 | 220'000 | 217'787 | 217'787 | 3'108 CHF | 5'288 CHF | 100.00% | 100.00% |