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 | 51.01% | 0.01 CHF | 0.02 CHF | 130'000 | 130'000 | 60'937 | 60'937 | 888 CHF | 1'500 CHF | 100.00% | 100.00% |
12.07.2024 | 47.92% | 0.01 CHF | 0.02 CHF | 130'000 | 130'000 | 55'235 | 55'235 | 883 CHF | 1'448 CHF | 99.97% | 99.97% |
11.07.2024 | 43.71% | 0.02 CHF | 0.03 CHF | 120'000 | 120'000 | 53'565 | 53'565 | 998 CHF | 1'536 CHF | 99.82% | 99.82% |
10.07.2024 | 40.81% | 0.02 CHF | 0.03 CHF | 120'000 | 120'000 | 53'520 | 53'520 | 1'069 CHF | 1'607 CHF | 99.99% | 99.99% |
09.07.2024 | 31.99% | 0.02 CHF | 0.03 CHF | 120'000 | 120'000 | 53'511 | 53'511 | 1'427 CHF | 1'965 CHF | 99.73% | 99.73% |
08.07.2024 | 34.28% | 0.04 CHF | 0.05 CHF | 120'000 | 120'000 | 53'505 | 53'505 | 1'620 CHF | 2'158 CHF | 99.92% | 99.92% |
05.07.2024 | 36.70% | 0.02 CHF | 0.03 CHF | 120'000 | 120'000 | 53'613 | 53'613 | 1'187 CHF | 1'726 CHF | 99.70% | 99.70% |
04.07.2024 | 33.52% | 0.02 CHF | 0.03 CHF | 50'000 | 50'000 | 39'364 | 39'364 | 974 CHF | 1'368 CHF | 99.95% | 99.95% |
03.07.2024 | 32.88% | 0.02 CHF | 0.03 CHF | 120'000 | 120'000 | 53'524 | 53'524 | 1'331 CHF | 1'869 CHF | 100.00% | 100.00% |
02.07.2024 | 27.24% | 0.03 CHF | 0.04 CHF | 120'000 | 120'000 | 53'525 | 53'525 | 1'823 CHF | 2'361 CHF | 100.00% | 100.00% |