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 | 43.46% | 0.05 CHF | 0.07 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 2'810 CHF | 4'370 CHF | 100.00% | 100.00% |
12.07.2024 | 42.77% | 0.05 CHF | 0.07 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 2'868 CHF | 4'428 CHF | 100.00% | 100.00% |
11.07.2024 | 47.33% | 0.04 CHF | 0.07 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 2'517 CHF | 4'077 CHF | 100.00% | 100.00% |
10.07.2024 | 48.56% | 0.04 CHF | 0.07 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 2'439 CHF | 3'999 CHF | 100.00% | 100.00% |
09.07.2024 | 46.93% | 0.04 CHF | 0.06 CHF | 60'000 | 60'000 | 59'864 | 59'864 | 2'565 CHF | 4'125 CHF | 100.00% | 100.00% |
08.07.2024 | 37.98% | 0.06 CHF | 0.08 CHF | 60'000 | 60'000 | 59'894 | 59'894 | 3'331 CHF | 4'891 CHF | 100.00% | 100.00% |
05.07.2024 | 33.48% | 0.06 CHF | 0.08 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 3'960 CHF | 5'520 CHF | 99.93% | 99.93% |
04.07.2024 | 38.81% | 0.05 CHF | 0.08 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 3'240 CHF | 4'800 CHF | 100.00% | 100.00% |
03.07.2024 | 42.67% | 0.06 CHF | 0.09 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 2'947 CHF | 4'507 CHF | 100.00% | 100.00% |
02.07.2024 | 46.17% | 0.05 CHF | 0.07 CHF | 60'000 | 60'000 | 54'737 | 54'737 | 2'679 CHF | 4'239 CHF | 100.00% | 100.00% |