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 | 37.11% | 0.02 CHF | 0.03 CHF | 800'000 | 800'000 | 800'000 | 800'000 | 17'561 CHF | 25'561 CHF | 100.00% | 100.00% |
12.07.2024 | 36.52% | 0.02 CHF | 0.03 CHF | 800'000 | 800'000 | 800'000 | 800'000 | 17'915 CHF | 25'915 CHF | 100.00% | 100.00% |
11.07.2024 | 39.01% | 0.02 CHF | 0.03 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 18'592 CHF | 27'592 CHF | 100.00% | 100.00% |
10.07.2024 | 43.72% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 17'943 CHF | 27'943 CHF | 100.00% | 100.00% |
09.07.2024 | 46.73% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 16'421 CHF | 26'421 CHF | 100.00% | 100.00% |
08.07.2024 | 45.19% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 17'159 CHF | 27'159 CHF | 100.00% | 100.00% |
05.07.2024 | 40.32% | 0.02 CHF | 0.03 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 17'895 CHF | 26'895 CHF | 100.00% | 100.00% |
04.07.2024 | 42.57% | 0.02 CHF | 0.03 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 16'658 CHF | 25'658 CHF | 100.00% | 100.00% |
03.07.2024 | 41.04% | 0.02 CHF | 0.03 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 17'439 CHF | 26'439 CHF | 100.00% | 100.00% |
02.07.2024 | 45.46% | 0.02 CHF | 0.03 CHF | 800'000 | 800'000 | 740'181 | 740'181 | 12'664 CHF | 20'065 CHF | 100.00% | 100.00% |