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 | 37.89% | 0.02 CHF | 0.03 CHF | 780'000 | 780'000 | 765'115 | 765'115 | 16'675 CHF | 24'334 CHF | 100.00% | 100.00% |
12.07.2024 | 33.49% | 0.03 CHF | 0.04 CHF | 760'000 | 760'000 | 754'584 | 754'584 | 19'068 CHF | 26'622 CHF | 100.00% | 100.00% |
11.07.2024 | 35.37% | 0.02 CHF | 0.03 CHF | 780'000 | 780'000 | 766'139 | 766'139 | 18'175 CHF | 25'844 CHF | 100.00% | 100.00% |
10.07.2024 | 42.36% | 0.02 CHF | 0.03 CHF | 780'000 | 780'000 | 793'757 | 793'757 | 15'065 CHF | 23'011 CHF | 100.00% | 100.00% |
09.07.2024 | 43.02% | 0.02 CHF | 0.03 CHF | 800'000 | 800'000 | 790'139 | 790'139 | 14'751 CHF | 22'679 CHF | 99.74% | 99.74% |
08.07.2024 | 36.72% | 0.02 CHF | 0.03 CHF | 780'000 | 780'000 | 772'696 | 772'696 | 17'520 CHF | 25'268 CHF | 99.27% | 99.27% |
05.07.2024 | 35.57% | 0.02 CHF | 0.03 CHF | 780'000 | 780'000 | 772'177 | 772'177 | 18'170 CHF | 25'907 CHF | 100.00% | 100.00% |
04.07.2024 | 37.24% | 0.02 CHF | 0.03 CHF | 780'000 | 780'000 | 772'278 | 772'278 | 17'184 CHF | 24'915 CHF | 99.54% | 99.54% |
03.07.2024 | 36.96% | 0.02 CHF | 0.03 CHF | 780'000 | 780'000 | 777'632 | 777'632 | 17'423 CHF | 25'208 CHF | 100.00% | 100.00% |
02.07.2024 | 39.41% | 0.02 CHF | 0.03 CHF | 800'000 | 800'000 | 796'855 | 796'855 | 16'576 CHF | 24'553 CHF | 99.38% | 99.38% |