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 | 32.54% | 0.05 CHF | 0.08 CHF | 307'048 | 25'000 | 290'948 | 25'000 | 17'853 CHF | 2'127 CHF | 98.73% | 98.73% |
12.07.2024 | 40.21% | 0.06 CHF | 0.09 CHF | 303'183 | 25'000 | 332'936 | 25'000 | 16'852 CHF | 1'898 CHF | 99.38% | 99.38% |
11.07.2024 | 37.26% | 0.06 CHF | 0.09 CHF | 305'516 | 25'000 | 305'804 | 25'000 | 17'013 CHF | 2'024 CHF | 99.15% | 99.15% |
10.07.2024 | 41.28% | 0.05 CHF | 0.08 CHF | 358'308 | 25'000 | 352'440 | 25'000 | 17'622 CHF | 1'905 CHF | 100.00% | 100.00% |
09.07.2024 | 34.14% | 0.05 CHF | 0.07 CHF | 333'160 | 25'000 | 309'482 | 25'000 | 17'976 CHF | 2'052 CHF | 100.00% | 100.00% |
08.07.2024 | 37.12% | 0.06 CHF | 0.09 CHF | 314'425 | 25'000 | 286'342 | 25'000 | 18'238 CHF | 2'325 CHF | 100.00% | 100.00% |
05.07.2024 | 30.40% | 0.08 CHF | 0.10 CHF | 261'183 | 25'000 | 262'165 | 25'000 | 21'165 CHF | 2'745 CHF | 99.62% | 99.62% |
04.07.2024 | 22.90% | 0.09 CHF | 0.12 CHF | 230'985 | 25'000 | 216'792 | 25'000 | 22'583 CHF | 3'304 CHF | 100.00% | 100.00% |
03.07.2024 | 25.15% | 0.12 CHF | 0.14 CHF | 209'795 | 25'000 | 241'582 | 25'000 | 22'840 CHF | 3'091 CHF | 96.53% | 96.53% |
02.07.2024 | 48.64% | 0.05 CHF | 0.07 CHF | 383'038 | 25'000 | 382'191 | 25'000 | 16'426 CHF | 1'761 CHF | 100.00% | 100.00% |