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 | 30.64% | 0.03 CHF | 0.04 CHF | 220'000 | 220'000 | 217'781 | 217'781 | 6'128 CHF | 8'309 CHF | 100.00% | 100.00% |
12.07.2024 | 29.40% | 0.03 CHF | 0.04 CHF | 220'000 | 220'000 | 217'780 | 217'780 | 6'471 CHF | 8'651 CHF | 100.00% | 100.00% |
11.07.2024 | 25.80% | 0.03 CHF | 0.04 CHF | 220'000 | 220'000 | 217'755 | 217'755 | 7'519 CHF | 9'700 CHF | 99.82% | 99.82% |
10.07.2024 | 21.38% | 0.04 CHF | 0.05 CHF | 220'000 | 220'000 | 214'153 | 214'153 | 9'102 CHF | 11'246 CHF | 100.00% | 100.00% |
09.07.2024 | 19.69% | 0.04 CHF | 0.05 CHF | 220'000 | 220'000 | 210'265 | 210'265 | 9'864 CHF | 11'974 CHF | 99.75% | 99.75% |
08.07.2024 | 17.13% | 0.05 CHF | 0.06 CHF | 210'000 | 210'000 | 207'553 | 207'553 | 11'325 CHF | 13'407 CHF | 100.00% | 100.00% |
05.07.2024 | 17.24% | 0.05 CHF | 0.06 CHF | 210'000 | 210'000 | 207'700 | 207'700 | 11'239 CHF | 13'321 CHF | 99.81% | 99.81% |
04.07.2024 | 19.17% | 0.05 CHF | 0.06 CHF | 210'000 | 210'000 | 213'974 | 213'974 | 10'273 CHF | 12'415 CHF | 100.00% | 100.00% |
03.07.2024 | 21.17% | 0.05 CHF | 0.06 CHF | 210'000 | 210'000 | 217'170 | 217'170 | 9'397 CHF | 11'571 CHF | 100.00% | 100.00% |
02.07.2024 | 27.53% | 0.03 CHF | 0.04 CHF | 220'000 | 220'000 | 217'787 | 217'787 | 6'953 CHF | 9'133 CHF | 100.00% | 100.00% |