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 | 18.18% | 0.05 CHF | 0.06 CHF | 880'000 | 880'000 | 388'351 | 388'351 | 20'004 CHF | 23'907 CHF | 100.00% | 100.00% |
12.07.2024 | 15.12% | 0.06 CHF | 0.07 CHF | 880'000 | 880'000 | 361'425 | 361'425 | 22'537 CHF | 26'168 CHF | 99.90% | 99.90% |
11.07.2024 | 18.68% | 0.05 CHF | 0.06 CHF | 880'000 | 880'000 | 388'471 | 388'471 | 19'768 CHF | 23'670 CHF | 99.99% | 99.99% |
10.07.2024 | 21.84% | 0.05 CHF | 0.06 CHF | 880'000 | 880'000 | 388'597 | 388'597 | 16'756 CHF | 20'660 CHF | 100.00% | 100.00% |
09.07.2024 | 24.97% | 0.04 CHF | 0.05 CHF | 880'000 | 880'000 | 387'915 | 387'915 | 14'116 CHF | 18'018 CHF | 100.00% | 100.00% |
08.07.2024 | 26.61% | 0.03 CHF | 0.04 CHF | 880'000 | 880'000 | 388'229 | 388'229 | 12'824 CHF | 16'727 CHF | 100.00% | 100.00% |
05.07.2024 | 24.77% | 0.03 CHF | 0.04 CHF | 880'000 | 880'000 | 388'540 | 388'540 | 13'811 CHF | 17'717 CHF | 99.90% | 99.90% |
04.07.2024 | 23.25% | 0.04 CHF | 0.05 CHF | 350'000 | 350'000 | 280'880 | 280'880 | 10'679 CHF | 13'488 CHF | 100.00% | 100.00% |
03.07.2024 | 24.53% | 0.04 CHF | 0.05 CHF | 880'000 | 880'000 | 388'485 | 388'485 | 14'665 CHF | 18'567 CHF | 100.00% | 100.00% |
02.07.2024 | 29.15% | 0.03 CHF | 0.04 CHF | 880'000 | 880'000 | 389'050 | 389'050 | 11'728 CHF | 15'637 CHF | 100.00% | 100.00% |