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 | 29.46% | 0.03 CHF | 0.04 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 2'607 CHF | 3'507 CHF | 100.00% | 100.00% |
12.07.2024 | 26.94% | 0.03 CHF | 0.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 1'613 CHF | 2'113 CHF | 99.79% | 99.79% |
11.07.2024 | 15.30% | 0.05 CHF | 0.06 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 2'723 CHF | 3'173 CHF | 100.00% | 100.00% |
10.07.2024 | 14.62% | 0.06 CHF | 0.07 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 2'854 CHF | 3'304 CHF | 100.00% | 100.00% |
09.07.2024 | 15.34% | 0.06 CHF | 0.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 3'009 CHF | 3'509 CHF | 100.00% | 100.00% |
08.07.2024 | 15.20% | 0.06 CHF | 0.07 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 2'736 CHF | 3'186 CHF | 100.00% | 100.00% |
05.07.2024 | 15.90% | 0.06 CHF | 0.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 2'896 CHF | 3'396 CHF | 100.00% | 100.00% |
04.07.2024 | 15.19% | 0.06 CHF | 0.07 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 2'738 CHF | 3'188 CHF | 100.00% | 100.00% |
03.07.2024 | 14.80% | 0.06 CHF | 0.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 3'131 CHF | 3'631 CHF | 100.00% | 100.00% |
02.07.2024 | 15.52% | 0.06 CHF | 0.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 2'972 CHF | 3'472 CHF | 100.00% | 100.00% |