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 | 44.80% | 0.05 CHF | 0.07 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'160 CHF | 1'808 CHF | 62.97% | 62.97% |
12.07.2024 | 18.92% | 0.09 CHF | 0.11 CHF | 258'401 | 50'000 | 288'762 | 50'000 | 23'173 CHF | 4'861 CHF | 97.56% | 97.56% |
11.07.2024 | 18.98% | 0.08 CHF | 0.10 CHF | 279'820 | 50'000 | 295'169 | 50'000 | 23'108 CHF | 4'738 CHF | 98.82% | 98.82% |
10.07.2024 | 20.47% | 0.08 CHF | 0.10 CHF | 299'449 | 50'000 | 306'251 | 50'000 | 23'061 CHF | 4'622 CHF | 93.70% | 93.70% |
09.07.2024 | 17.08% | 0.07 CHF | 0.09 CHF | 328'145 | 50'000 | 287'240 | 50'000 | 23'733 CHF | 4'939 CHF | 97.81% | 97.81% |
08.07.2024 | 15.02% | 0.10 CHF | 0.12 CHF | 244'926 | 50'000 | 235'073 | 50'000 | 26'572 CHF | 6'577 CHF | 99.79% | 99.79% |
05.07.2024 | 13.66% | 0.12 CHF | 0.14 CHF | 233'828 | 50'000 | 239'984 | 50'000 | 26'836 CHF | 6'415 CHF | 98.87% | 98.87% |
04.07.2024 | 15.87% | 0.10 CHF | 0.12 CHF | 249'612 | 50'000 | 271'190 | 50'000 | 24'913 CHF | 5'414 CHF | 99.72% | 99.72% |
03.07.2024 | 24.74% | 0.05 CHF | 0.07 CHF | 382'754 | 50'000 | 381'478 | 50'000 | 20'531 CHF | 3'459 CHF | 99.31% | 99.31% |
02.07.2024 | 31.24% | 0.05 CHF | 0.07 CHF | 382'696 | 50'000 | 439'163 | 50'000 | 19'976 CHF | 3'128 CHF | 98.86% | 98.86% |