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 | 30.13% | 0.03 CHF | 0.04 CHF | 240'000 | 240'000 | 133'131 | 133'131 | 3'811 CHF | 5'148 CHF | 100.00% | 100.00% |
12.07.2024 | 29.21% | 0.03 CHF | 0.04 CHF | 240'000 | 240'000 | 133'133 | 133'133 | 3'994 CHF | 5'331 CHF | 100.00% | 100.00% |
11.07.2024 | 31.34% | 0.03 CHF | 0.04 CHF | 240'000 | 240'000 | 133'134 | 133'134 | 3'686 CHF | 5'023 CHF | 100.00% | 100.00% |
10.07.2024 | 32.80% | 0.03 CHF | 0.04 CHF | 240'000 | 240'000 | 133'132 | 133'132 | 3'474 CHF | 4'811 CHF | 100.00% | 100.00% |
09.07.2024 | 31.51% | 0.03 CHF | 0.04 CHF | 240'000 | 240'000 | 132'888 | 132'888 | 3'619 CHF | 4'955 CHF | 100.00% | 100.00% |
08.07.2024 | 30.70% | 0.03 CHF | 0.04 CHF | 240'000 | 240'000 | 132'877 | 132'877 | 3'810 CHF | 5'145 CHF | 99.92% | 99.92% |
05.07.2024 | 28.27% | 0.03 CHF | 0.04 CHF | 240'000 | 240'000 | 133'132 | 133'132 | 4'075 CHF | 5'411 CHF | 100.00% | 100.00% |
04.07.2024 | 27.01% | 0.03 CHF | 0.04 CHF | 120'000 | 120'000 | 109'366 | 109'366 | 3'503 CHF | 4'597 CHF | 100.00% | 100.00% |
03.07.2024 | 27.20% | 0.03 CHF | 0.04 CHF | 240'000 | 240'000 | 132'986 | 132'986 | 4'343 CHF | 5'678 CHF | 100.00% | 100.00% |
02.07.2024 | 24.06% | 0.04 CHF | 0.05 CHF | 240'000 | 240'000 | 133'060 | 133'060 | 4'958 CHF | 6'294 CHF | 100.00% | 100.00% |