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 | 34.07% | 0.06 CHF | 0.09 CHF | 286'833 | 25'000 | 288'466 | 25'000 | 18'532 CHF | 2'262 CHF | 94.50% | 94.50% |
12.07.2024 | 36.48% | 0.06 CHF | 0.09 CHF | 282'999 | 25'000 | 282'243 | 25'000 | 18'041 CHF | 2'311 CHF | 98.90% | 98.90% |
11.07.2024 | 42.00% | 0.06 CHF | 0.09 CHF | 310'930 | 25'000 | 332'503 | 25'000 | 17'523 CHF | 2'023 CHF | 98.05% | 98.05% |
10.07.2024 | 46.71% | 0.05 CHF | 0.07 CHF | 346'549 | 25'000 | 351'877 | 25'000 | 16'250 CHF | 1'858 CHF | 99.89% | 99.89% |
09.07.2024 | 39.66% | 0.05 CHF | 0.07 CHF | 348'388 | 25'000 | 349'525 | 25'000 | 16'834 CHF | 1'798 CHF | 99.90% | 99.90% |
08.07.2024 | 41.18% | 0.05 CHF | 0.07 CHF | 360'205 | 25'000 | 352'862 | 25'000 | 16'711 CHF | 1'795 CHF | 97.92% | 97.92% |
05.07.2024 | 45.82% | 0.04 CHF | 0.07 CHF | 396'116 | 25'000 | 362'882 | 25'000 | 15'972 CHF | 1'750 CHF | 98.86% | 98.86% |
04.07.2024 | 38.40% | 0.05 CHF | 0.07 CHF | 370'858 | 25'000 | 371'514 | 25'000 | 17'682 CHF | 1'757 CHF | 94.20% | 94.20% |
03.07.2024 | 51.38% | 0.03 CHF | 0.06 CHF | 415'230 | 25'000 | 399'938 | 25'000 | 15'219 CHF | 1'608 CHF | 91.64% | 91.64% |
02.07.2024 | 50.79% | 0.04 CHF | 0.06 CHF | 417'896 | 25'000 | 410'496 | 25'000 | 15'506 CHF | 1'586 CHF | 92.55% | 92.55% |