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 | 136.65% | 0.00 CHF | 0.02 CHF | 500'000 | 500'000 | 223'683 | 223'683 | 806 CHF | 4'490 CHF | 100.00% | 100.00% |
12.07.2024 | 133.97% | 0.00 CHF | 0.02 CHF | 480'000 | 480'000 | 218'653 | 218'653 | 875 CHF | 4'389 CHF | 100.00% | 100.00% |
11.07.2024 | 133.97% | 0.00 CHF | 0.02 CHF | 490'000 | 490'000 | 221'871 | 221'871 | 887 CHF | 4'453 CHF | 99.82% | 99.82% |
10.07.2024 | 133.97% | 0.00 CHF | 0.02 CHF | 500'000 | 500'000 | 223'147 | 223'147 | 893 CHF | 4'479 CHF | 100.00% | 100.00% |
09.07.2024 | 134.09% | 0.00 CHF | 0.02 CHF | 480'000 | 480'000 | 219'986 | 219'986 | 880 CHF | 4'421 CHF | 99.74% | 99.74% |
08.07.2024 | 134.06% | 0.00 CHF | 0.02 CHF | 490'000 | 490'000 | 211'715 | 211'715 | 847 CHF | 4'253 CHF | 100.00% | 100.00% |
05.07.2024 | 133.86% | 0.00 CHF | 0.02 CHF | 480'000 | 480'000 | 212'221 | 212'221 | 849 CHF | 4'256 CHF | 99.70% | 99.70% |
04.07.2024 | 133.33% | 0.00 CHF | 0.02 CHF | 190'000 | 190'000 | 152'231 | 152'231 | 609 CHF | 3'045 CHF | 99.81% | 99.81% |
03.07.2024 | 133.97% | 0.00 CHF | 0.02 CHF | 480'000 | 480'000 | 211'690 | 211'690 | 847 CHF | 4'249 CHF | 100.00% | 100.00% |
02.07.2024 | 133.97% | 0.00 CHF | 0.02 CHF | 470'000 | 470'000 | 209'981 | 209'981 | 840 CHF | 4'215 CHF | 100.00% | 100.00% |