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 | 33.84% | 0.02 CHF | 0.03 CHF | 480'000 | 480'000 | 266'198 | 266'198 | 6'606 CHF | 9'279 CHF | 100.00% | 100.00% |
12.07.2024 | 32.94% | 0.03 CHF | 0.04 CHF | 480'000 | 480'000 | 264'913 | 264'913 | 6'887 CHF | 9'546 CHF | 100.00% | 100.00% |
11.07.2024 | 37.42% | 0.02 CHF | 0.03 CHF | 480'000 | 480'000 | 260'609 | 260'609 | 5'863 CHF | 8'480 CHF | 100.00% | 100.00% |
10.07.2024 | 37.68% | 0.02 CHF | 0.03 CHF | 470'000 | 470'000 | 258'809 | 258'809 | 5'706 CHF | 8'305 CHF | 100.00% | 100.00% |
09.07.2024 | 37.23% | 0.02 CHF | 0.03 CHF | 470'000 | 470'000 | 258'359 | 258'359 | 5'796 CHF | 8'395 CHF | 100.00% | 100.00% |
08.07.2024 | 36.48% | 0.02 CHF | 0.03 CHF | 470'000 | 470'000 | 260'182 | 260'182 | 6'069 CHF | 8'685 CHF | 99.92% | 99.92% |
05.07.2024 | 33.40% | 0.02 CHF | 0.03 CHF | 470'000 | 470'000 | 259'218 | 259'218 | 6'544 CHF | 9'147 CHF | 100.00% | 100.00% |
04.07.2024 | 32.21% | 0.03 CHF | 0.04 CHF | 240'000 | 240'000 | 213'415 | 213'415 | 5'560 CHF | 7'694 CHF | 100.00% | 100.00% |
03.07.2024 | 31.84% | 0.03 CHF | 0.04 CHF | 480'000 | 480'000 | 260'918 | 260'918 | 7'093 CHF | 9'713 CHF | 100.00% | 100.00% |
02.07.2024 | 27.98% | 0.03 CHF | 0.04 CHF | 480'000 | 480'000 | 266'255 | 266'255 | 8'328 CHF | 11'001 CHF | 100.00% | 100.00% |