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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 22.98% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 19'400 CHF | 4'880 CHF | 95.92% | 95.92% |
11.07.2024 | 24.38% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 18'298 CHF | 4'660 CHF | 97.08% | 97.08% |
10.07.2024 | 27.32% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 15'985 CHF | 4'197 CHF | 100.00% | 100.00% |
09.07.2024 | 23.31% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 19'146 CHF | 4'829 CHF | 100.00% | 100.00% |
08.07.2024 | 23.83% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 18'735 CHF | 4'747 CHF | 99.38% | 99.38% |
05.07.2024 | 23.24% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 19'201 CHF | 4'840 CHF | 98.17% | 98.17% |
04.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 20'000 CHF | 5'000 CHF | 98.75% | 98.75% |
03.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 20'000 CHF | 5'000 CHF | 99.70% | 99.70% |
02.07.2024 | 22.60% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 19'701 CHF | 4'940 CHF | 100.00% | 100.00% |
01.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 20'000 CHF | 5'000 CHF | 88.40% | 88.40% |