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 | 14.07% | 0.07 CHF | 0.09 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 43'453 CHF | 7'495 CHF | 95.53% | 95.53% |
12.07.2024 | 11.58% | 0.10 CHF | 0.11 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 45'314 CHF | 7'629 CHF | 91.67% | 91.67% |
11.07.2024 | 14.15% | 0.09 CHF | 0.10 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 41'840 CHF | 7'230 CHF | 95.83% | 95.83% |
10.07.2024 | 20.49% | 0.07 CHF | 0.09 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 33'808 CHF | 6'226 CHF | 99.58% | 99.58% |
09.07.2024 | 17.23% | 0.07 CHF | 0.08 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 36'522 CHF | 6'507 CHF | 94.84% | 94.84% |
08.07.2024 | 19.13% | 0.07 CHF | 0.08 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 36'104 CHF | 6'561 CHF | 96.90% | 96.90% |
05.07.2024 | 18.10% | 0.07 CHF | 0.09 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 40'136 CHF | 7'215 CHF | 98.68% | 98.68% |
04.07.2024 | 14.97% | 0.08 CHF | 0.09 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 37'228 CHF | 8'639 CHF | 100.00% | 100.00% |
03.07.2024 | 14.27% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 34'858 CHF | 8'043 CHF | 98.59% | 98.59% |
02.07.2024 | 17.58% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 30'000 CHF | 7'167 CHF | 100.00% | 100.00% |