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 | 23.53% | 0.04 CHF | 0.05 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 26'258 CHF | 33'258 CHF | 100.00% | 100.00% |
12.07.2024 | 23.26% | 0.04 CHF | 0.05 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 26'611 CHF | 33'611 CHF | 100.00% | 100.00% |
11.07.2024 | 24.88% | 0.04 CHF | 0.05 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 24'650 CHF | 31'650 CHF | 100.00% | 100.00% |
10.07.2024 | 27.81% | 0.04 CHF | 0.05 CHF | 900'000 | 896'000 | 900'000 | 896'000 | 27'960 CHF | 36'796 CHF | 100.00% | 100.00% |
09.07.2024 | 29.75% | 0.03 CHF | 0.04 CHF | 900'000 | 896'000 | 900'000 | 896'000 | 25'780 CHF | 34'625 CHF | 100.00% | 100.00% |
08.07.2024 | 28.79% | 0.03 CHF | 0.04 CHF | 900'000 | 896'000 | 900'000 | 896'000 | 26'808 CHF | 35'649 CHF | 100.00% | 100.00% |
05.07.2024 | 25.76% | 0.03 CHF | 0.04 CHF | 800'000 | 800'000 | 800'000 | 800'000 | 27'152 CHF | 35'152 CHF | 100.00% | 100.00% |
04.07.2024 | 27.08% | 0.03 CHF | 0.04 CHF | 800'000 | 800'000 | 800'000 | 800'000 | 25'565 CHF | 33'565 CHF | 100.00% | 100.00% |
03.07.2024 | 26.09% | 0.03 CHF | 0.04 CHF | 800'000 | 800'000 | 800'000 | 800'000 | 26'671 CHF | 34'671 CHF | 100.00% | 100.00% |
02.07.2024 | 28.94% | 0.03 CHF | 0.04 CHF | 700'000 | 700'000 | 640'190 | 640'190 | 19'025 CHF | 25'427 CHF | 100.00% | 100.00% |