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 | 86.16% | 0.01 CHF | 0.02 CHF | 250'000 | 250'000 | 114'463 | 114'463 | 927 CHF | 2'295 CHF | 100.00% | 100.00% |
12.07.2024 | 69.10% | 0.01 CHF | 0.02 CHF | 250'000 | 250'000 | 109'793 | 109'793 | 1'057 CHF | 2'201 CHF | 99.98% | 99.98% |
11.07.2024 | 62.62% | 0.01 CHF | 0.02 CHF | 240'000 | 240'000 | 107'117 | 107'117 | 1'174 CHF | 2'250 CHF | 99.85% | 99.85% |
10.07.2024 | 64.85% | 0.01 CHF | 0.02 CHF | 240'000 | 240'000 | 107'053 | 107'053 | 1'138 CHF | 2'214 CHF | 100.00% | 100.00% |
09.07.2024 | 57.06% | 0.01 CHF | 0.02 CHF | 240'000 | 240'000 | 107'006 | 107'006 | 1'352 CHF | 2'428 CHF | 99.74% | 99.74% |
08.07.2024 | 58.29% | 0.02 CHF | 0.03 CHF | 240'000 | 240'000 | 107'006 | 107'006 | 1'509 CHF | 2'585 CHF | 99.92% | 99.92% |
05.07.2024 | 61.11% | 0.01 CHF | 0.02 CHF | 240'000 | 240'000 | 107'358 | 107'358 | 1'193 CHF | 2'271 CHF | 99.70% | 99.70% |
04.07.2024 | 58.82% | 0.01 CHF | 0.02 CHF | 100'000 | 100'000 | 78'728 | 78'728 | 945 CHF | 1'732 CHF | 99.95% | 99.95% |
03.07.2024 | 57.20% | 0.01 CHF | 0.02 CHF | 240'000 | 240'000 | 107'043 | 107'043 | 1'343 CHF | 2'419 CHF | 100.00% | 100.00% |
02.07.2024 | 52.78% | 0.01 CHF | 0.02 CHF | 240'000 | 240'000 | 107'049 | 107'049 | 1'566 CHF | 2'641 CHF | 100.00% | 100.00% |