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 | 9.56% | 0.13 CHF | 0.14 CHF | 178'658 | 50'000 | 173'381 | 50'000 | 22'025 CHF | 6'997 CHF | 98.73% | 98.73% |
12.07.2024 | 11.38% | 0.12 CHF | 0.13 CHF | 180'840 | 50'000 | 200'248 | 50'000 | 19'863 CHF | 5'589 CHF | 14.22% | 14.22% |
11.07.2024 | 28.86% | 0.04 CHF | 0.05 CHF | 336'109 | 50'000 | 430'509 | 50'000 | 13'688 CHF | 2'137 CHF | 99.16% | 99.16% |
10.07.2024 | 29.34% | 0.03 CHF | 0.04 CHF | 499'648 | 50'000 | 473'046 | 50'000 | 14'097 CHF | 2'000 CHF | 100.00% | 100.00% |
09.07.2024 | 38.38% | 0.03 CHF | 0.04 CHF | 407'323 | 50'000 | 406'462 | 50'000 | 12'230 CHF | 2'235 CHF | 100.00% | 100.00% |
08.07.2024 | 30.67% | 0.03 CHF | 0.05 CHF | 411'026 | 50'000 | 408'655 | 50'000 | 13'122 CHF | 2'188 CHF | 100.00% | 100.00% |
05.07.2024 | 24.44% | 0.03 CHF | 0.04 CHF | 410'695 | 50'000 | 378'572 | 50'000 | 14'598 CHF | 2'465 CHF | 99.62% | 99.62% |
04.07.2024 | 28.92% | 0.04 CHF | 0.05 CHF | 411'297 | 50'000 | 420'001 | 50'000 | 14'730 CHF | 2'346 CHF | 100.00% | 100.00% |
03.07.2024 | 32.60% | 0.03 CHF | 0.04 CHF | 413'028 | 50'000 | 410'822 | 50'000 | 12'384 CHF | 2'104 CHF | 99.73% | 99.73% |
02.07.2024 | 27.12% | 0.03 CHF | 0.05 CHF | 404'536 | 50'000 | 397'025 | 50'000 | 15'092 CHF | 2'488 CHF | 100.00% | 100.00% |