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 | 14.55% | 0.07 CHF | 0.08 CHF | 880'000 | 880'000 | 388'308 | 388'308 | 25'510 CHF | 29'413 CHF | 99.99% | 99.99% |
12.07.2024 | 12.20% | 0.08 CHF | 0.09 CHF | 880'000 | 880'000 | 361'415 | 361'415 | 28'400 CHF | 32'030 CHF | 99.90% | 99.90% |
11.07.2024 | 15.09% | 0.07 CHF | 0.08 CHF | 880'000 | 880'000 | 388'510 | 388'510 | 25'010 CHF | 28'912 CHF | 100.00% | 100.00% |
10.07.2024 | 17.45% | 0.06 CHF | 0.07 CHF | 880'000 | 880'000 | 388'593 | 388'593 | 21'466 CHF | 25'370 CHF | 100.00% | 100.00% |
09.07.2024 | 20.02% | 0.05 CHF | 0.06 CHF | 880'000 | 880'000 | 387'955 | 387'955 | 18'151 CHF | 22'054 CHF | 100.00% | 100.00% |
08.07.2024 | 21.18% | 0.04 CHF | 0.05 CHF | 880'000 | 880'000 | 388'230 | 388'230 | 16'678 CHF | 20'581 CHF | 100.00% | 100.00% |
05.07.2024 | 19.68% | 0.05 CHF | 0.06 CHF | 880'000 | 880'000 | 388'545 | 388'545 | 17'952 CHF | 21'858 CHF | 99.90% | 99.90% |
04.07.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 350'000 | 350'000 | 280'880 | 280'880 | 14'048 CHF | 16'857 CHF | 100.00% | 100.00% |
03.07.2024 | 19.69% | 0.05 CHF | 0.06 CHF | 880'000 | 880'000 | 388'483 | 388'483 | 18'842 CHF | 22'744 CHF | 100.00% | 100.00% |
02.07.2024 | 23.08% | 0.04 CHF | 0.05 CHF | 880'000 | 880'000 | 389'045 | 389'045 | 15'376 CHF | 19'284 CHF | 100.00% | 100.00% |