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 | 12.77% | 0.07 CHF | 0.08 CHF | 350'489 | 50'000 | 347'437 | 50'000 | 25'542 CHF | 4'179 CHF | 99.72% | 99.72% |
12.07.2024 | 11.74% | 0.08 CHF | 0.09 CHF | 334'211 | 50'000 | 331'913 | 50'000 | 26'629 CHF | 4'511 CHF | 99.01% | 99.01% |
11.07.2024 | 11.50% | 0.09 CHF | 0.10 CHF | 324'891 | 50'000 | 331'191 | 50'000 | 27'192 CHF | 4'607 CHF | 99.09% | 99.09% |
10.07.2024 | 12.56% | 0.08 CHF | 0.09 CHF | 362'730 | 50'000 | 367'064 | 50'000 | 27'496 CHF | 4'245 CHF | 100.00% | 100.00% |
09.07.2024 | 12.38% | 0.07 CHF | 0.08 CHF | 362'528 | 50'000 | 355'954 | 50'000 | 27'078 CHF | 4'308 CHF | 100.00% | 100.00% |
08.07.2024 | 11.76% | 0.08 CHF | 0.09 CHF | 349'667 | 50'000 | 366'269 | 50'000 | 29'313 CHF | 4'502 CHF | 99.68% | 99.68% |
05.07.2024 | 11.73% | 0.09 CHF | 0.10 CHF | 346'896 | 50'000 | 343'637 | 50'000 | 27'598 CHF | 4'515 CHF | 98.98% | 98.98% |
04.07.2024 | 14.14% | 0.07 CHF | 0.08 CHF | 416'183 | 50'000 | 423'825 | 50'000 | 27'983 CHF | 3'803 CHF | 100.00% | 100.00% |
03.07.2024 | 14.84% | 0.07 CHF | 0.08 CHF | 420'997 | 50'000 | 425'602 | 50'000 | 26'655 CHF | 3'633 CHF | 100.00% | 100.00% |
02.07.2024 | 17.39% | 0.07 CHF | 0.08 CHF | 441'660 | 50'000 | 488'262 | 50'000 | 25'794 CHF | 3'142 CHF | 99.80% | 99.80% |