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 | 13.78% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 33'916 CHF | 5'837 CHF | 99.70% | 99.70% |
12.07.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 30'000 CHF | 5'250 CHF | 99.01% | 99.01% |
11.07.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 30'000 CHF | 5'250 CHF | 99.09% | 99.09% |
10.07.2024 | 15.44% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 29'903 CHF | 5'236 CHF | 100.00% | 100.00% |
09.07.2024 | 16.35% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 28'278 CHF | 6'656 CHF | 100.00% | 100.00% |
08.07.2024 | 15.40% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 29'971 CHF | 6'994 CHF | 100.00% | 100.00% |
05.07.2024 | 16.43% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 28'123 CHF | 6'625 CHF | 98.98% | 98.98% |
04.07.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 25'000 CHF | 6'000 CHF | 100.00% | 100.00% |
03.07.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 25'000 CHF | 6'000 CHF | 100.00% | 100.00% |
02.07.2024 | 18.77% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 24'271 CHF | 5'854 CHF | 100.00% | 100.00% |