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 | 19.84% | 0.05 CHF | 0.06 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 23'945 CHF | 1'460 CHF | 87.81% | 87.81% |
12.07.2024 | 22.12% | 0.06 CHF | 0.07 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 24'428 CHF | 1'522 CHF | 99.01% | 99.01% |
11.07.2024 | 27.12% | 0.05 CHF | 0.06 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 19'093 CHF | 1'247 CHF | 99.08% | 99.08% |
10.07.2024 | 33.47% | 0.03 CHF | 0.04 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 16'428 CHF | 1'150 CHF | 100.00% | 100.00% |
09.07.2024 | 23.49% | 0.04 CHF | 0.05 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 23'039 CHF | 1'457 CHF | 100.00% | 100.00% |
08.07.2024 | 21.69% | 0.05 CHF | 0.06 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 23'906 CHF | 1'483 CHF | 100.00% | 100.00% |
05.07.2024 | 28.14% | 0.04 CHF | 0.05 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 21'428 CHF | 1'421 CHF | 98.81% | 98.81% |
04.07.2024 | 24.01% | 0.05 CHF | 0.06 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 22'694 CHF | 1'440 CHF | 100.00% | 100.00% |
03.07.2024 | 23.43% | 0.04 CHF | 0.05 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 22'388 CHF | 1'406 CHF | 99.73% | 99.73% |
02.07.2024 | 22.97% | 0.04 CHF | 0.05 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 19'895 CHF | 1'252 CHF | 100.00% | 100.00% |