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 | 18.27% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 25'532 CHF | 4'580 CHF | 88.82% | 88.82% |
12.07.2024 | 18.16% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 25'299 CHF | 4'545 CHF | 88.13% | 88.13% |
11.07.2024 | 21.52% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 20'992 CHF | 3'899 CHF | 90.88% | 90.88% |
10.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 15'000 CHF | 3'000 CHF | 100.00% | 100.00% |
09.07.2024 | 30.42% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 14'221 CHF | 2'883 CHF | 94.95% | 94.95% |
08.07.2024 | 25.48% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 17'434 CHF | 3'365 CHF | 98.94% | 98.94% |
05.07.2024 | 23.06% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 19'340 CHF | 3'651 CHF | 97.54% | 97.54% |
04.07.2024 | 22.50% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 19'783 CHF | 3'717 CHF | 95.45% | 95.45% |
03.07.2024 | 24.87% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 17'912 CHF | 3'437 CHF | 99.89% | 99.89% |
02.07.2024 | 34.30% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 12'494 CHF | 2'624 CHF | 99.80% | 99.80% |