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 | 50.99% | 0.04 CHF | 0.06 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 2'280 CHF | 3'840 CHF | 100.00% | 100.00% |
12.07.2024 | 50.86% | 0.04 CHF | 0.06 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 2'288 CHF | 3'848 CHF | 100.00% | 100.00% |
11.07.2024 | 65.47% | 0.03 CHF | 0.06 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 1'631 CHF | 3'191 CHF | 100.00% | 100.00% |
10.07.2024 | 66.83% | 0.03 CHF | 0.05 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 1'556 CHF | 3'116 CHF | 99.88% | 99.88% |
09.07.2024 | 54.48% | 0.03 CHF | 0.06 CHF | 60'000 | 60'000 | 59'867 | 59'867 | 2'097 CHF | 3'657 CHF | 100.00% | 100.00% |
08.07.2024 | 44.88% | 0.05 CHF | 0.07 CHF | 60'000 | 60'000 | 59'897 | 59'897 | 2'700 CHF | 4'260 CHF | 100.00% | 100.00% |
05.07.2024 | 43.64% | 0.05 CHF | 0.07 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 2'797 CHF | 4'357 CHF | 99.93% | 99.93% |
04.07.2024 | 45.96% | 0.04 CHF | 0.07 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 2'618 CHF | 4'178 CHF | 100.00% | 100.00% |
03.07.2024 | 41.94% | 0.05 CHF | 0.08 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 2'941 CHF | 4'501 CHF | 100.00% | 100.00% |
02.07.2024 | 39.90% | 0.06 CHF | 0.08 CHF | 60'000 | 60'000 | 54'728 | 54'728 | 3'243 CHF | 4'803 CHF | 100.00% | 100.00% |