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 | 23.36% | 0.09 CHF | 0.10 CHF | 346'311 | 75'000 | 251'523 | 62'201 | 20'857 CHF | 6'323 CHF | 98.73% | 98.73% |
12.07.2024 | 16.01% | 0.09 CHF | 0.11 CHF | 349'845 | 75'000 | 358'921 | 75'000 | 30'834 CHF | 7'578 CHF | 99.38% | 99.38% |
11.07.2024 | 20.26% | 0.08 CHF | 0.10 CHF | 379'657 | 75'000 | 419'393 | 75'000 | 28'365 CHF | 6'265 CHF | 99.15% | 99.15% |
10.07.2024 | 19.16% | 0.06 CHF | 0.07 CHF | 456'488 | 75'000 | 466'543 | 75'000 | 27'386 CHF | 5'336 CHF | 100.00% | 100.00% |
09.07.2024 | 19.77% | 0.05 CHF | 0.07 CHF | 480'860 | 75'000 | 471'366 | 75'000 | 27'902 CHF | 5'419 CHF | 100.00% | 100.00% |
08.07.2024 | 26.64% | 0.06 CHF | 0.07 CHF | 464'006 | 75'000 | 447'067 | 75'000 | 26'824 CHF | 5'890 CHF | 100.00% | 100.00% |
05.07.2024 | 26.69% | 0.06 CHF | 0.08 CHF | 439'650 | 75'000 | 430'643 | 75'000 | 26'673 CHF | 6'074 CHF | 99.62% | 99.62% |
04.07.2024 | 22.35% | 0.07 CHF | 0.08 CHF | 438'246 | 75'000 | 423'045 | 75'000 | 29'005 CHF | 6'444 CHF | 100.00% | 100.00% |
03.07.2024 | 21.55% | 0.07 CHF | 0.09 CHF | 437'390 | 75'000 | 432'121 | 75'000 | 29'902 CHF | 6'452 CHF | 99.73% | 99.73% |
02.07.2024 | 22.56% | 0.07 CHF | 0.09 CHF | 433'176 | 75'000 | 461'164 | 75'000 | 29'612 CHF | 6'091 CHF | 100.00% | 100.00% |