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 | 115.68% | 0.01 CHF | 0.04 CHF | 50'000 | 50'000 | 33'578 | 33'578 | 397 CHF | 1'409 CHF | 100.00% | 100.00% |
12.07.2024 | 112.49% | 0.01 CHF | 0.04 CHF | 50'000 | 50'000 | 48'699 | 48'699 | 510 CHF | 1'791 CHF | 100.00% | 100.00% |
11.07.2024 | 163.82% | 0.01 CHF | 0.04 CHF | 50'000 | 50'000 | 48'698 | 48'698 | 182 CHF | 1'779 CHF | 100.00% | 100.00% |
10.07.2024 | 134.18% | 0.01 CHF | 0.04 CHF | 50'000 | 50'000 | 49'395 | 49'395 | 352 CHF | 1'778 CHF | 100.00% | 100.00% |
09.07.2024 | 115.82% | 0.00 CHF | 0.04 CHF | 50'000 | 50'000 | 48'447 | 48'447 | 515 CHF | 1'747 CHF | 100.00% | 100.00% |
08.07.2024 | 74.82% | 0.02 CHF | 0.04 CHF | 50'000 | 50'000 | 48'610 | 48'610 | 800 CHF | 1'752 CHF | 100.00% | 100.00% |
05.07.2024 | 46.01% | 0.02 CHF | 0.04 CHF | 50'000 | 50'000 | 48'695 | 48'695 | 1'171 CHF | 1'867 CHF | 99.81% | 99.81% |
04.07.2024 | 41.60% | 0.03 CHF | 0.04 CHF | 50'000 | 50'000 | 48'399 | 48'399 | 1'302 CHF | 1'984 CHF | 99.49% | 99.49% |
03.07.2024 | 51.18% | 0.03 CHF | 0.04 CHF | 50'000 | 50'000 | 48'675 | 48'675 | 1'065 CHF | 1'790 CHF | 99.35% | 99.35% |
02.07.2024 | 67.24% | 0.01 CHF | 0.04 CHF | 60'000 | 60'000 | 57'112 | 57'112 | 1'006 CHF | 2'025 CHF | 100.00% | 100.00% |