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 | 16.66% | 0.05 CHF | 0.06 CHF | 900'000 | 300'000 | 867'637 | 289'212 | 47'994 CHF | 18'890 CHF | 99.17% | 99.17% |
12.07.2024 | 16.83% | 0.05 CHF | 0.06 CHF | 900'000 | 300'000 | 899'156 | 299'719 | 49'289 CHF | 19'427 CHF | 99.16% | 99.16% |
11.07.2024 | 17.80% | 0.06 CHF | 0.07 CHF | 900'000 | 300'000 | 891'712 | 297'237 | 45'737 CHF | 18'218 CHF | 99.17% | 99.17% |
10.07.2024 | 22.00% | 0.04 CHF | 0.05 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 36'568 CHF | 15'189 CHF | 99.16% | 99.16% |
09.07.2024 | 15.96% | 0.05 CHF | 0.06 CHF | 900'000 | 300'000 | 801'883 | 267'294 | 46'325 CHF | 18'115 CHF | 99.16% | 99.16% |
08.07.2024 | 14.44% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 780'354 | 260'118 | 50'441 CHF | 19'415 CHF | 99.15% | 99.15% |
05.07.2024 | 14.43% | 0.06 CHF | 0.07 CHF | 750'000 | 250'000 | 816'606 | 272'202 | 52'503 CHF | 20'223 CHF | 99.14% | 99.14% |
04.07.2024 | 14.88% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 771'552 | 257'184 | 48'146 CHF | 18'621 CHF | 99.17% | 99.17% |
03.07.2024 | 15.92% | 0.06 CHF | 0.07 CHF | 750'000 | 250'000 | 858'443 | 286'148 | 49'775 CHF | 19'453 CHF | 99.15% | 99.15% |
02.07.2024 | 22.00% | 0.05 CHF | 0.06 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 37'017 CHF | 15'339 CHF | 99.16% | 99.16% |