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 | 27.44% | 0.03 CHF | 0.04 CHF | 390'000 | 390'000 | 382'558 | 382'558 | 12'292 CHF | 16'122 CHF | 100.00% | 100.00% |
12.07.2024 | 23.68% | 0.04 CHF | 0.05 CHF | 380'000 | 380'000 | 377'295 | 377'295 | 14'297 CHF | 18'074 CHF | 100.00% | 100.00% |
11.07.2024 | 24.75% | 0.04 CHF | 0.05 CHF | 390'000 | 390'000 | 383'065 | 383'065 | 13'830 CHF | 17'665 CHF | 99.98% | 99.98% |
10.07.2024 | 27.96% | 0.03 CHF | 0.04 CHF | 390'000 | 390'000 | 396'877 | 396'877 | 12'436 CHF | 16'409 CHF | 100.00% | 100.00% |
09.07.2024 | 28.99% | 0.03 CHF | 0.04 CHF | 400'000 | 400'000 | 395'067 | 395'067 | 11'929 CHF | 15'892 CHF | 99.75% | 99.75% |
08.07.2024 | 25.28% | 0.03 CHF | 0.04 CHF | 390'000 | 390'000 | 386'320 | 386'320 | 13'627 CHF | 17'501 CHF | 99.27% | 99.27% |
05.07.2024 | 25.03% | 0.03 CHF | 0.04 CHF | 390'000 | 390'000 | 386'426 | 386'426 | 13'738 CHF | 17'607 CHF | 100.00% | 100.00% |
04.07.2024 | 26.12% | 0.03 CHF | 0.04 CHF | 390'000 | 390'000 | 386'142 | 386'142 | 13'091 CHF | 16'957 CHF | 99.61% | 99.61% |
03.07.2024 | 26.09% | 0.03 CHF | 0.04 CHF | 390'000 | 390'000 | 388'816 | 388'816 | 13'196 CHF | 17'088 CHF | 100.00% | 100.00% |
02.07.2024 | 27.08% | 0.03 CHF | 0.04 CHF | 400'000 | 400'000 | 398'427 | 398'427 | 12'967 CHF | 16'956 CHF | 99.38% | 99.38% |