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 | 28.19% | 0.05 CHF | 0.07 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 14'557 CHF | 6'424 CHF | 95.22% | 95.22% |
12.07.2024 | 27.08% | 0.06 CHF | 0.08 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 15'345 CHF | 6'709 CHF | 99.01% | 99.01% |
11.07.2024 | 29.71% | 0.05 CHF | 0.07 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 13'636 CHF | 6'127 CHF | 90.06% | 90.06% |
10.07.2024 | 39.59% | 0.05 CHF | 0.07 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 9'227 CHF | 4'589 CHF | 100.00% | 100.00% |
09.07.2024 | 42.37% | 0.04 CHF | 0.06 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 9'202 CHF | 4'721 CHF | 100.00% | 100.00% |
08.07.2024 | 41.83% | 0.04 CHF | 0.06 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 8'802 CHF | 4'477 CHF | 99.71% | 99.71% |
05.07.2024 | 40.00% | 0.04 CHF | 0.06 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 9'000 CHF | 4'500 CHF | 98.81% | 98.81% |
04.07.2024 | 40.32% | 0.04 CHF | 0.06 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 8'973 CHF | 4'500 CHF | 100.00% | 100.00% |
03.07.2024 | 50.99% | 0.03 CHF | 0.05 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 7'090 CHF | 3'976 CHF | 99.73% | 99.73% |
02.07.2024 | 50.07% | 0.03 CHF | 0.05 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 6'781 CHF | 3'769 CHF | 100.00% | 100.00% |