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 | 21.32% | 0.03 CHF | 0.04 CHF | 437'603 | 25'000 | 379'258 | 25'000 | 16'037 CHF | 1'311 CHF | 92.67% | 92.67% |
12.07.2024 | 23.82% | 0.04 CHF | 0.05 CHF | 490'606 | 25'000 | 461'498 | 25'000 | 17'327 CHF | 1'187 CHF | 98.45% | 98.45% |
11.07.2024 | 20.89% | 0.05 CHF | 0.06 CHF | 419'726 | 25'000 | 436'951 | 25'000 | 18'877 CHF | 1'333 CHF | 99.08% | 99.08% |
10.07.2024 | 23.16% | 0.04 CHF | 0.05 CHF | 461'313 | 25'000 | 453'291 | 25'000 | 17'452 CHF | 1'213 CHF | 99.85% | 99.85% |
09.07.2024 | 20.50% | 0.04 CHF | 0.05 CHF | 391'304 | 25'000 | 420'660 | 25'000 | 18'815 CHF | 1'359 CHF | 92.36% | 92.36% |
08.07.2024 | 26.70% | 0.03 CHF | 0.04 CHF | 466'058 | 25'000 | 452'371 | 25'000 | 14'822 CHF | 1'074 CHF | 100.00% | 100.00% |
05.07.2024 | 17.28% | 0.04 CHF | 0.05 CHF | 385'638 | 25'000 | 421'202 | 25'000 | 23'061 CHF | 1'612 CHF | 89.12% | 89.12% |
04.07.2024 | 22.06% | 0.04 CHF | 0.05 CHF | 386'581 | 25'000 | 378'747 | 25'000 | 15'293 CHF | 1'260 CHF | 100.00% | 100.00% |
03.07.2024 | 24.91% | 0.05 CHF | 0.06 CHF | 341'064 | 25'000 | 440'762 | 25'000 | 15'836 CHF | 1'165 CHF | 99.73% | 99.73% |
02.07.2024 | 19.16% | 0.05 CHF | 0.06 CHF | 408'939 | 25'000 | 421'759 | 25'000 | 20'145 CHF | 1'442 CHF | 78.76% | 78.76% |