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 | 29.89% | 0.03 CHF | 0.04 CHF | 500'000 | 500'000 | 223'686 | 223'686 | 6'346 CHF | 8'593 CHF | 100.00% | 100.00% |
12.07.2024 | 27.11% | 0.03 CHF | 0.04 CHF | 480'000 | 480'000 | 218'647 | 218'647 | 7'089 CHF | 9'285 CHF | 100.00% | 100.00% |
11.07.2024 | 28.84% | 0.03 CHF | 0.04 CHF | 490'000 | 490'000 | 221'877 | 221'877 | 6'871 CHF | 9'100 CHF | 99.82% | 99.82% |
10.07.2024 | 31.24% | 0.03 CHF | 0.04 CHF | 500'000 | 500'000 | 223'156 | 223'156 | 6'114 CHF | 8'356 CHF | 100.00% | 100.00% |
09.07.2024 | 29.21% | 0.03 CHF | 0.04 CHF | 480'000 | 480'000 | 220'017 | 220'017 | 6'725 CHF | 8'939 CHF | 99.73% | 99.73% |
08.07.2024 | 24.73% | 0.03 CHF | 0.04 CHF | 490'000 | 490'000 | 211'720 | 211'720 | 7'415 CHF | 9'544 CHF | 100.00% | 100.00% |
05.07.2024 | 24.75% | 0.04 CHF | 0.05 CHF | 480'000 | 480'000 | 212'213 | 212'213 | 7'681 CHF | 9'811 CHF | 99.70% | 99.70% |
04.07.2024 | 24.36% | 0.04 CHF | 0.05 CHF | 190'000 | 190'000 | 152'232 | 152'232 | 5'490 CHF | 7'012 CHF | 99.81% | 99.81% |
03.07.2024 | 23.26% | 0.03 CHF | 0.04 CHF | 480'000 | 480'000 | 211'700 | 211'700 | 8'062 CHF | 10'188 CHF | 100.00% | 100.00% |
02.07.2024 | 20.68% | 0.04 CHF | 0.05 CHF | 470'000 | 470'000 | 209'965 | 209'965 | 9'121 CHF | 11'230 CHF | 99.99% | 99.99% |