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 | 26.87% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 16'450 CHF | 2'145 CHF | 96.69% | 96.69% |
12.07.2024 | 23.88% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 19'309 CHF | 2'431 CHF | 52.22% | 52.22% |
11.07.2024 | 18.45% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 25'081 CHF | 3'008 CHF | 93.35% | 93.35% |
10.07.2024 | 21.07% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 21'431 CHF | 2'643 CHF | 99.28% | 99.28% |
09.07.2024 | 21.00% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 21'516 CHF | 2'652 CHF | 96.35% | 96.35% |
08.07.2024 | 13.80% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 33'886 CHF | 3'889 CHF | 98.80% | 98.80% |
05.07.2024 | 15.66% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 29'519 CHF | 3'452 CHF | 97.10% | 97.10% |
04.07.2024 | 17.21% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 26'739 CHF | 3'174 CHF | 100.00% | 100.00% |
03.07.2024 | 15.94% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 29'007 CHF | 3'401 CHF | 99.38% | 99.38% |
02.07.2024 | 14.82% | 0.07 CHF | 0.08 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 31'990 CHF | 3'699 CHF | 81.39% | 81.39% |