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 | 17.28% | 0.06 CHF | 0.07 CHF | 420'242 | 50'000 | 400'564 | 50'000 | 25'964 CHF | 3'869 CHF | 98.61% | 98.61% |
12.07.2024 | 17.96% | 0.06 CHF | 0.07 CHF | 463'870 | 50'000 | 443'274 | 50'000 | 25'973 CHF | 3'507 CHF | 99.38% | 99.38% |
11.07.2024 | 17.07% | 0.06 CHF | 0.07 CHF | 424'284 | 50'000 | 394'456 | 50'000 | 27'495 CHF | 4'150 CHF | 99.15% | 99.15% |
10.07.2024 | 13.26% | 0.09 CHF | 0.11 CHF | 323'236 | 50'000 | 310'865 | 50'000 | 29'263 CHF | 5'390 CHF | 100.00% | 100.00% |
09.07.2024 | 11.38% | 0.10 CHF | 0.11 CHF | 314'249 | 50'000 | 297'496 | 50'000 | 30'587 CHF | 5'763 CHF | 100.00% | 100.00% |
08.07.2024 | 12.94% | 0.10 CHF | 0.11 CHF | 314'738 | 50'000 | 300'354 | 50'000 | 30'431 CHF | 5'777 CHF | 100.00% | 100.00% |
05.07.2024 | 15.45% | 0.09 CHF | 0.11 CHF | 326'048 | 50'000 | 323'085 | 50'000 | 29'611 CHF | 5'353 CHF | 99.62% | 99.62% |
04.07.2024 | 11.75% | 0.10 CHF | 0.11 CHF | 320'178 | 50'000 | 312'294 | 50'000 | 30'852 CHF | 5'557 CHF | 100.00% | 100.00% |
03.07.2024 | 16.75% | 0.09 CHF | 0.10 CHF | 347'052 | 50'000 | 381'418 | 50'000 | 28'389 CHF | 4'424 CHF | 99.73% | 99.73% |
02.07.2024 | 24.37% | 0.06 CHF | 0.07 CHF | 479'888 | 50'000 | 495'703 | 50'000 | 24'272 CHF | 3'130 CHF | 100.00% | 100.00% |