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 | 44.86% | 0.02 CHF | 0.03 CHF | 250'000 | 250'000 | 114'510 | 114'510 | 1'994 CHF | 3'144 CHF | 100.00% | 100.00% |
12.07.2024 | 41.47% | 0.02 CHF | 0.03 CHF | 240'000 | 240'000 | 111'542 | 111'542 | 2'133 CHF | 3'254 CHF | 100.00% | 100.00% |
11.07.2024 | 46.09% | 0.02 CHF | 0.03 CHF | 250'000 | 250'000 | 114'783 | 114'783 | 1'991 CHF | 3'145 CHF | 99.82% | 99.82% |
10.07.2024 | 48.39% | 0.02 CHF | 0.03 CHF | 250'000 | 250'000 | 114'777 | 114'777 | 1'836 CHF | 2'993 CHF | 100.00% | 100.00% |
09.07.2024 | 50.64% | 0.02 CHF | 0.03 CHF | 240'000 | 240'000 | 113'394 | 113'394 | 1'745 CHF | 2'889 CHF | 99.73% | 99.73% |
08.07.2024 | 46.30% | 0.02 CHF | 0.03 CHF | 250'000 | 250'000 | 107'127 | 107'127 | 1'794 CHF | 2'872 CHF | 100.00% | 100.00% |
05.07.2024 | 46.80% | 0.02 CHF | 0.03 CHF | 240'000 | 240'000 | 107'309 | 107'309 | 1'799 CHF | 2'876 CHF | 99.71% | 99.71% |
04.07.2024 | 47.19% | 0.02 CHF | 0.03 CHF | 100'000 | 100'000 | 78'440 | 78'440 | 1'274 CHF | 2'059 CHF | 99.81% | 99.81% |
03.07.2024 | 48.24% | 0.02 CHF | 0.03 CHF | 240'000 | 240'000 | 95'141 | 95'141 | 1'630 CHF | 2'705 CHF | 100.00% | 100.00% |
02.07.2024 | 43.80% | 0.02 CHF | 0.03 CHF | 240'000 | 240'000 | 106'897 | 106'897 | 1'951 CHF | 3'035 CHF | 100.00% | 100.00% |