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 | 30.75% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 27'532 CHF | 37'532 CHF | 100.00% | 100.00% |
12.07.2024 | 30.79% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 27'488 CHF | 37'488 CHF | 100.00% | 100.00% |
11.07.2024 | 28.31% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 30'343 CHF | 40'343 CHF | 100.00% | 100.00% |
10.07.2024 | 27.10% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 31'907 CHF | 41'907 CHF | 100.00% | 100.00% |
09.07.2024 | 26.97% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 32'083 CHF | 42'083 CHF | 100.00% | 100.00% |
08.07.2024 | 27.80% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 30'968 CHF | 40'968 CHF | 100.00% | 100.00% |
05.07.2024 | 27.46% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 31'422 CHF | 41'422 CHF | 100.00% | 100.00% |
04.07.2024 | 27.53% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 31'336 CHF | 41'336 CHF | 100.00% | 100.00% |
03.07.2024 | 27.51% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 31'363 CHF | 41'363 CHF | 100.00% | 100.00% |
02.07.2024 | 26.13% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 33'277 CHF | 43'277 CHF | 100.00% | 100.00% |