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 | 19.88% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 478'700 | 50'000 | 21'912 CHF | 2'798 CHF | 97.72% | 97.72% |
12.07.2024 | 18.02% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 480'333 | 50'000 | 24'281 CHF | 3'028 CHF | 74.44% | 74.44% |
11.07.2024 | 12.20% | 0.07 CHF | 0.08 CHF | 393'915 | 50'000 | 377'498 | 50'000 | 29'122 CHF | 4'364 CHF | 97.53% | 97.53% |
10.07.2024 | 12.59% | 0.08 CHF | 0.09 CHF | 396'150 | 50'000 | 396'009 | 50'000 | 29'578 CHF | 4'236 CHF | 100.00% | 100.00% |
09.07.2024 | 13.10% | 0.08 CHF | 0.09 CHF | 404'590 | 50'000 | 397'322 | 50'000 | 28'403 CHF | 4'073 CHF | 96.35% | 96.35% |
08.07.2024 | 10.92% | 0.08 CHF | 0.09 CHF | 372'533 | 50'000 | 368'384 | 50'000 | 31'968 CHF | 4'839 CHF | 99.15% | 99.15% |
05.07.2024 | 9.98% | 0.09 CHF | 0.10 CHF | 345'623 | 50'000 | 344'185 | 50'000 | 32'844 CHF | 5'271 CHF | 97.10% | 97.10% |
04.07.2024 | 10.37% | 0.09 CHF | 0.10 CHF | 351'821 | 50'000 | 368'708 | 50'000 | 33'739 CHF | 5'079 CHF | 100.00% | 100.00% |
03.07.2024 | 10.22% | 0.09 CHF | 0.10 CHF | 384'533 | 50'000 | 354'295 | 50'000 | 32'984 CHF | 5'158 CHF | 100.00% | 100.00% |
02.07.2024 | 10.54% | 0.09 CHF | 0.10 CHF | 387'211 | 50'000 | 383'013 | 50'000 | 34'444 CHF | 4'996 CHF | 94.06% | 94.06% |