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 | 39.86% | 0.02 CHF | 0.03 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 18'111 CHF | 9'037 CHF | 99.17% | 99.17% |
12.07.2024 | 41.40% | 0.02 CHF | 0.03 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 17'527 CHF | 8'842 CHF | 99.17% | 99.17% |
11.07.2024 | 39.87% | 0.02 CHF | 0.03 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 18'101 CHF | 9'034 CHF | 99.16% | 99.16% |
10.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 18'000 CHF | 9'000 CHF | 99.17% | 99.17% |
09.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 18'000 CHF | 9'000 CHF | 99.17% | 99.17% |
08.07.2024 | 34.72% | 0.02 CHF | 0.03 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 22'160 CHF | 10'387 CHF | 99.16% | 99.16% |
05.07.2024 | 28.51% | 0.03 CHF | 0.04 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 27'094 CHF | 12'031 CHF | 99.15% | 99.15% |
04.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 27'000 CHF | 12'000 CHF | 99.17% | 99.17% |
03.07.2024 | 38.79% | 0.02 CHF | 0.03 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 18'953 CHF | 9'318 CHF | 99.15% | 99.15% |
02.07.2024 | 40.07% | 0.02 CHF | 0.03 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 17'977 CHF | 8'992 CHF | 99.17% | 99.17% |