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 | 13.11% | 0.07 CHF | 0.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 19'941 CHF | 7'579 CHF | 99.01% | 99.01% |
11.07.2024 | 14.16% | 0.06 CHF | 0.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 18'507 CHF | 7'109 CHF | 99.09% | 99.09% |
10.07.2024 | 15.09% | 0.06 CHF | 0.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 16'957 CHF | 6'574 CHF | 100.00% | 100.00% |
09.07.2024 | 29.27% | 0.05 CHF | 0.06 CHF | 300'000 | 100'000 | 103'432 | 60'686 | 5'243 CHF | 3'988 CHF | 100.00% | 100.00% |
08.07.2024 | 17.16% | 0.05 CHF | 0.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 14'716 CHF | 5'826 CHF | 99.38% | 99.38% |
05.07.2024 | 15.87% | 0.05 CHF | 0.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 15'905 CHF | 6'214 CHF | 98.26% | 98.26% |
04.07.2024 | 33.44% | 0.05 CHF | 0.06 CHF | 300'000 | 100'000 | 68'436 | 53'687 | 3'278 CHF | 3'466 CHF | 99.37% | 99.37% |
03.07.2024 | 17.62% | 0.05 CHF | 0.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 14'739 CHF | 5'862 CHF | 100.00% | 100.00% |
02.07.2024 | 16.89% | 0.05 CHF | 0.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 15'285 CHF | 6'034 CHF | 100.00% | 100.00% |
01.07.2024 | 15.49% | 0.06 CHF | 0.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 16'584 CHF | 6'456 CHF | 86.36% | 86.36% |