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 | 22.98% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 28'789 CHF | 3'620 CHF | 97.10% | 97.10% |
12.07.2024 | 25.34% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 26'688 CHF | 3'436 CHF | 94.50% | 94.50% |
11.07.2024 | 20.73% | 0.06 CHF | 0.08 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 28'486 CHF | 3'499 CHF | 98.99% | 98.99% |
10.07.2024 | 22.99% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 24'682 CHF | 3'113 CHF | 100.00% | 100.00% |
09.07.2024 | 23.06% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 26'697 CHF | 3'362 CHF | 100.00% | 100.00% |
08.07.2024 | 19.22% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 33'597 CHF | 4'067 CHF | 100.00% | 100.00% |
05.07.2024 | 18.48% | 0.07 CHF | 0.08 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 35'320 CHF | 4'248 CHF | 98.87% | 98.87% |
04.07.2024 | 13.81% | 0.10 CHF | 0.11 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 47'881 CHF | 5'496 CHF | 100.00% | 100.00% |
03.07.2024 | 14.60% | 0.09 CHF | 0.10 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 42'647 CHF | 4'934 CHF | 99.73% | 99.73% |
02.07.2024 | 13.89% | 0.09 CHF | 0.10 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 40'369 CHF | 4'637 CHF | 100.00% | 100.00% |