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 | 9.65% | 0.10 CHF | 0.11 CHF | 204'031 | 50'000 | 194'258 | 50'000 | 21'615 CHF | 6'145 CHF | 99.71% | 99.71% |
12.07.2024 | 10.36% | 0.11 CHF | 0.12 CHF | 205'038 | 50'000 | 222'273 | 50'000 | 21'622 CHF | 5'400 CHF | 99.01% | 99.01% |
11.07.2024 | 11.84% | 0.09 CHF | 0.10 CHF | 221'446 | 50'000 | 257'129 | 50'000 | 20'911 CHF | 4'591 CHF | 99.09% | 99.09% |
10.07.2024 | 12.84% | 0.08 CHF | 0.09 CHF | 268'074 | 50'000 | 265'743 | 50'000 | 19'610 CHF | 4'192 CHF | 100.00% | 100.00% |
09.07.2024 | 10.78% | 0.07 CHF | 0.08 CHF | 268'161 | 50'000 | 226'967 | 50'000 | 21'004 CHF | 5'224 CHF | 100.00% | 100.00% |
08.07.2024 | 10.64% | 0.09 CHF | 0.10 CHF | 226'679 | 50'000 | 227'106 | 50'000 | 21'909 CHF | 5'364 CHF | 100.00% | 100.00% |
05.07.2024 | 9.37% | 0.11 CHF | 0.12 CHF | 214'352 | 50'000 | 219'442 | 50'000 | 22'575 CHF | 5'667 CHF | 98.86% | 98.86% |
04.07.2024 | 11.23% | 0.09 CHF | 0.10 CHF | 252'050 | 50'000 | 253'014 | 50'000 | 21'484 CHF | 4'749 CHF | 100.00% | 100.00% |
03.07.2024 | 14.89% | 0.07 CHF | 0.08 CHF | 313'412 | 50'000 | 310'469 | 50'000 | 20'164 CHF | 3'766 CHF | 99.82% | 99.82% |
02.07.2024 | 17.34% | 0.06 CHF | 0.07 CHF | 351'495 | 50'000 | 390'470 | 50'000 | 20'598 CHF | 3'153 CHF | 100.00% | 100.00% |