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 | 35.15% | 0.02 CHF | 0.03 CHF | 390'000 | 390'000 | 368'253 | 368'253 | 9'523 CHF | 13'352 CHF | 100.00% | 100.00% |
12.07.2024 | 27.91% | 0.03 CHF | 0.04 CHF | 380'000 | 380'000 | 377'292 | 377'292 | 11'829 CHF | 15'606 CHF | 100.00% | 100.00% |
11.07.2024 | 29.20% | 0.03 CHF | 0.04 CHF | 390'000 | 390'000 | 382'284 | 382'284 | 11'441 CHF | 15'275 CHF | 99.99% | 99.99% |
10.07.2024 | 32.18% | 0.03 CHF | 0.04 CHF | 390'000 | 390'000 | 396'865 | 396'865 | 10'543 CHF | 14'516 CHF | 100.00% | 100.00% |
09.07.2024 | 33.72% | 0.02 CHF | 0.03 CHF | 400'000 | 400'000 | 395'068 | 395'068 | 9'951 CHF | 13'915 CHF | 99.75% | 99.75% |
08.07.2024 | 29.81% | 0.03 CHF | 0.04 CHF | 390'000 | 390'000 | 387'146 | 387'146 | 11'239 CHF | 15'129 CHF | 99.27% | 99.27% |
05.07.2024 | 29.70% | 0.03 CHF | 0.04 CHF | 390'000 | 390'000 | 386'429 | 386'429 | 11'278 CHF | 15'146 CHF | 100.00% | 100.00% |
04.07.2024 | 31.14% | 0.03 CHF | 0.04 CHF | 390'000 | 390'000 | 386'908 | 386'908 | 10'662 CHF | 14'542 CHF | 99.61% | 99.61% |
03.07.2024 | 31.08% | 0.03 CHF | 0.04 CHF | 390'000 | 390'000 | 388'816 | 388'816 | 10'756 CHF | 14'648 CHF | 100.00% | 100.00% |
02.07.2024 | 31.81% | 0.03 CHF | 0.04 CHF | 400'000 | 400'000 | 399'332 | 399'332 | 10'715 CHF | 14'720 CHF | 99.38% | 99.38% |