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 | 24.59% | 0.04 CHF | 0.05 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 32'637 CHF | 13'879 CHF | 99.17% | 99.17% |
12.07.2024 | 24.33% | 0.03 CHF | 0.04 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 33'013 CHF | 14'004 CHF | 99.17% | 99.17% |
11.07.2024 | 24.36% | 0.04 CHF | 0.05 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 33'026 CHF | 14'009 CHF | 99.16% | 99.16% |
10.07.2024 | 24.99% | 0.03 CHF | 0.04 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 32'071 CHF | 13'690 CHF | 99.16% | 99.16% |
09.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 35'999 CHF | 15'000 CHF | 99.17% | 99.17% |
08.07.2024 | 19.80% | 0.04 CHF | 0.05 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 41'387 CHF | 16'796 CHF | 99.15% | 99.15% |
05.07.2024 | 17.27% | 0.05 CHF | 0.06 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 47'928 CHF | 18'976 CHF | 99.15% | 99.15% |
04.07.2024 | 18.22% | 0.05 CHF | 0.06 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 44'922 CHF | 17'974 CHF | 99.17% | 99.17% |
03.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 36'000 CHF | 15'000 CHF | 99.15% | 99.15% |
02.07.2024 | 26.95% | 0.04 CHF | 0.05 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 29'301 CHF | 12'767 CHF | 99.17% | 99.17% |