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 | 13.30% | 0.07 CHF | 0.08 CHF | 500'000 | 25'000 | 496'367 | 25'000 | 35'125 CHF | 2'021 CHF | 97.10% | 97.10% |
12.07.2024 | 12.84% | 0.08 CHF | 0.09 CHF | 490'732 | 25'000 | 495'713 | 25'000 | 36'313 CHF | 2'082 CHF | 99.01% | 99.01% |
11.07.2024 | 11.40% | 0.09 CHF | 0.10 CHF | 455'898 | 25'000 | 454'194 | 25'000 | 37'684 CHF | 2'324 CHF | 99.09% | 99.09% |
10.07.2024 | 11.76% | 0.08 CHF | 0.09 CHF | 461'433 | 25'000 | 461'433 | 25'000 | 36'915 CHF | 2'250 CHF | 100.00% | 100.00% |
09.07.2024 | 11.04% | 0.08 CHF | 0.09 CHF | 476'258 | 25'000 | 460'509 | 25'000 | 39'506 CHF | 2'396 CHF | 100.00% | 100.00% |
08.07.2024 | 9.62% | 0.09 CHF | 0.10 CHF | 424'986 | 25'000 | 422'351 | 25'000 | 41'841 CHF | 2'727 CHF | 100.00% | 100.00% |
05.07.2024 | 9.57% | 0.10 CHF | 0.11 CHF | 401'322 | 25'000 | 139'255 | 25'000 | 13'889 CHF | 2'738 CHF | 54.97% | 61.81% |
04.07.2024 | 19.39% | 0.08 CHF | 0.09 CHF | 75'000 | 25'000 | 17'149 | 13'430 | 1'399 CHF | 1'322 CHF | 100.00% | 100.00% |
03.07.2024 | 18.64% | 0.09 CHF | 0.11 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 1'125 CHF | 1'356 CHF | 99.73% | 99.73% |
02.07.2024 | 20.10% | 0.08 CHF | 0.10 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 949 CHF | 1'160 CHF | 100.00% | 100.00% |