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 | 35.47% | 0.02 CHF | 0.03 CHF | 500'000 | 500'000 | 223'247 | 223'247 | 5'198 CHF | 7'445 CHF | 100.00% | 100.00% |
12.07.2024 | 32.12% | 0.03 CHF | 0.04 CHF | 480'000 | 480'000 | 218'662 | 218'662 | 5'793 CHF | 7'990 CHF | 100.00% | 100.00% |
11.07.2024 | 34.98% | 0.03 CHF | 0.04 CHF | 490'000 | 490'000 | 221'845 | 221'845 | 5'428 CHF | 7'656 CHF | 99.85% | 99.85% |
10.07.2024 | 37.77% | 0.02 CHF | 0.03 CHF | 500'000 | 500'000 | 223'155 | 223'155 | 4'909 CHF | 7'151 CHF | 100.00% | 100.00% |
09.07.2024 | 37.48% | 0.02 CHF | 0.03 CHF | 480'000 | 480'000 | 220'007 | 220'007 | 4'994 CHF | 7'207 CHF | 99.74% | 99.74% |
08.07.2024 | 33.50% | 0.02 CHF | 0.03 CHF | 490'000 | 490'000 | 211'713 | 211'713 | 5'300 CHF | 7'428 CHF | 100.00% | 100.00% |
05.07.2024 | 32.69% | 0.03 CHF | 0.04 CHF | 480'000 | 480'000 | 212'183 | 212'183 | 5'555 CHF | 7'684 CHF | 99.70% | 99.70% |
04.07.2024 | 32.22% | 0.03 CHF | 0.04 CHF | 190'000 | 190'000 | 152'224 | 152'224 | 3'964 CHF | 5'487 CHF | 99.79% | 99.79% |
03.07.2024 | 31.50% | 0.03 CHF | 0.04 CHF | 480'000 | 480'000 | 211'470 | 211'470 | 5'697 CHF | 7'824 CHF | 100.00% | 100.00% |
02.07.2024 | 29.66% | 0.03 CHF | 0.04 CHF | 470'000 | 470'000 | 209'976 | 209'976 | 6'055 CHF | 8'164 CHF | 100.00% | 100.00% |