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 | 39.37% | 0.02 CHF | 0.03 CHF | 500'000 | 500'000 | 223'684 | 223'684 | 4'579 CHF | 6'826 CHF | 100.00% | 100.00% |
12.07.2024 | 35.71% | 0.02 CHF | 0.03 CHF | 480'000 | 480'000 | 218'662 | 218'662 | 5'067 CHF | 7'264 CHF | 100.00% | 100.00% |
11.07.2024 | 37.43% | 0.02 CHF | 0.03 CHF | 490'000 | 490'000 | 221'870 | 221'870 | 5'014 CHF | 7'242 CHF | 99.82% | 99.82% |
10.07.2024 | 40.94% | 0.02 CHF | 0.03 CHF | 500'000 | 500'000 | 223'156 | 223'156 | 4'415 CHF | 6'657 CHF | 100.00% | 100.00% |
09.07.2024 | 38.62% | 0.02 CHF | 0.03 CHF | 480'000 | 480'000 | 220'011 | 220'011 | 4'814 CHF | 7'027 CHF | 99.72% | 99.72% |
08.07.2024 | 33.97% | 0.02 CHF | 0.03 CHF | 490'000 | 490'000 | 211'683 | 211'683 | 5'125 CHF | 7'253 CHF | 100.00% | 100.00% |
05.07.2024 | 33.05% | 0.02 CHF | 0.03 CHF | 480'000 | 480'000 | 212'221 | 212'221 | 5'419 CHF | 7'549 CHF | 99.70% | 99.70% |
04.07.2024 | 32.25% | 0.03 CHF | 0.04 CHF | 190'000 | 190'000 | 152'232 | 152'232 | 3'959 CHF | 5'481 CHF | 99.81% | 99.81% |
03.07.2024 | 31.67% | 0.02 CHF | 0.03 CHF | 480'000 | 480'000 | 211'684 | 211'684 | 5'618 CHF | 7'744 CHF | 100.00% | 100.00% |
02.07.2024 | 28.08% | 0.03 CHF | 0.04 CHF | 470'000 | 470'000 | 209'990 | 209'990 | 6'428 CHF | 8'537 CHF | 99.98% | 99.98% |