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 | 31.06% | 0.03 CHF | 0.04 CHF | 250'000 | 250'000 | 113'664 | 113'664 | 3'144 CHF | 4'294 CHF | 100.00% | 100.00% |
12.07.2024 | 28.02% | 0.03 CHF | 0.04 CHF | 240'000 | 240'000 | 111'606 | 111'606 | 3'459 CHF | 4'580 CHF | 100.00% | 100.00% |
11.07.2024 | 30.77% | 0.03 CHF | 0.04 CHF | 250'000 | 250'000 | 114'563 | 114'563 | 3'269 CHF | 4'420 CHF | 99.82% | 99.82% |
10.07.2024 | 33.01% | 0.03 CHF | 0.04 CHF | 250'000 | 250'000 | 114'308 | 114'308 | 2'967 CHF | 4'117 CHF | 100.00% | 100.00% |
09.07.2024 | 33.39% | 0.03 CHF | 0.04 CHF | 240'000 | 240'000 | 112'777 | 112'777 | 2'954 CHF | 4'090 CHF | 99.73% | 99.73% |
08.07.2024 | 29.77% | 0.03 CHF | 0.04 CHF | 250'000 | 250'000 | 107'090 | 107'090 | 3'087 CHF | 4'165 CHF | 100.00% | 100.00% |
05.07.2024 | 29.28% | 0.03 CHF | 0.04 CHF | 240'000 | 240'000 | 107'095 | 107'095 | 3'177 CHF | 4'254 CHF | 99.70% | 99.70% |
04.07.2024 | 28.64% | 0.03 CHF | 0.04 CHF | 100'000 | 100'000 | 78'440 | 78'440 | 2'349 CHF | 3'133 CHF | 99.81% | 99.81% |
03.07.2024 | 29.19% | 0.03 CHF | 0.04 CHF | 240'000 | 240'000 | 106'729 | 106'729 | 3'149 CHF | 4'225 CHF | 100.00% | 100.00% |
02.07.2024 | 27.13% | 0.03 CHF | 0.04 CHF | 240'000 | 240'000 | 107'057 | 107'057 | 3'429 CHF | 4'505 CHF | 100.00% | 100.00% |