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 | 46.68% | 0.01 CHF | 0.02 CHF | 280'000 | 280'000 | 279'890 | 279'890 | 4'668 CHF | 7'467 CHF | 100.00% | 100.00% |
12.07.2024 | 45.22% | 0.02 CHF | 0.03 CHF | 280'000 | 280'000 | 278'299 | 278'299 | 4'791 CHF | 7'574 CHF | 100.00% | 100.00% |
11.07.2024 | 39.03% | 0.02 CHF | 0.03 CHF | 280'000 | 280'000 | 279'601 | 279'601 | 5'776 CHF | 8'572 CHF | 99.99% | 99.99% |
10.07.2024 | 37.72% | 0.02 CHF | 0.03 CHF | 280'000 | 280'000 | 279'978 | 279'978 | 6'031 CHF | 8'830 CHF | 100.00% | 100.00% |
09.07.2024 | 35.76% | 0.02 CHF | 0.03 CHF | 280'000 | 280'000 | 279'294 | 279'294 | 6'453 CHF | 9'253 CHF | 100.00% | 100.00% |
08.07.2024 | 31.04% | 0.03 CHF | 0.04 CHF | 280'000 | 280'000 | 279'336 | 279'336 | 7'637 CHF | 10'435 CHF | 99.99% | 99.99% |
05.07.2024 | 31.22% | 0.03 CHF | 0.04 CHF | 280'000 | 280'000 | 273'460 | 273'460 | 7'410 CHF | 10'144 CHF | 100.00% | 100.00% |
04.07.2024 | 37.33% | 0.02 CHF | 0.03 CHF | 280'000 | 280'000 | 280'000 | 280'000 | 6'112 CHF | 8'912 CHF | 100.00% | 100.00% |
03.07.2024 | 35.19% | 0.03 CHF | 0.04 CHF | 280'000 | 280'000 | 279'541 | 279'541 | 6'560 CHF | 9'356 CHF | 100.00% | 100.00% |
02.07.2024 | 41.14% | 0.02 CHF | 0.03 CHF | 280'000 | 280'000 | 278'667 | 278'667 | 5'391 CHF | 8'178 CHF | 100.00% | 100.00% |