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 | 27.87% | 0.03 CHF | 0.04 CHF | 780'000 | 780'000 | 765'115 | 765'115 | 24'049 CHF | 31'708 CHF | 100.00% | 100.00% |
12.07.2024 | 25.24% | 0.04 CHF | 0.05 CHF | 760'000 | 760'000 | 754'590 | 754'590 | 26'588 CHF | 34'142 CHF | 100.00% | 100.00% |
11.07.2024 | 26.47% | 0.03 CHF | 0.04 CHF | 780'000 | 780'000 | 766'124 | 766'124 | 25'589 CHF | 33'259 CHF | 100.00% | 100.00% |
10.07.2024 | 32.35% | 0.03 CHF | 0.04 CHF | 780'000 | 780'000 | 793'742 | 793'742 | 20'979 CHF | 28'925 CHF | 100.00% | 100.00% |
09.07.2024 | 33.38% | 0.02 CHF | 0.03 CHF | 800'000 | 800'000 | 790'138 | 790'138 | 20'194 CHF | 28'122 CHF | 99.73% | 99.73% |
08.07.2024 | 27.81% | 0.03 CHF | 0.04 CHF | 780'000 | 780'000 | 772'641 | 772'641 | 24'400 CHF | 32'149 CHF | 99.27% | 99.27% |
05.07.2024 | 26.54% | 0.03 CHF | 0.04 CHF | 780'000 | 780'000 | 772'848 | 772'848 | 25'701 CHF | 33'438 CHF | 100.00% | 100.00% |
04.07.2024 | 27.67% | 0.03 CHF | 0.04 CHF | 780'000 | 780'000 | 772'282 | 772'282 | 24'470 CHF | 32'201 CHF | 99.61% | 99.61% |
03.07.2024 | 27.72% | 0.03 CHF | 0.04 CHF | 780'000 | 780'000 | 777'637 | 777'637 | 24'583 CHF | 32'368 CHF | 100.00% | 100.00% |
02.07.2024 | 29.73% | 0.03 CHF | 0.04 CHF | 800'000 | 800'000 | 796'858 | 796'858 | 23'337 CHF | 31'315 CHF | 99.38% | 99.38% |