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 | 15.19% | 0.06 CHF | 0.07 CHF | 456'799 | 50'000 | 453'369 | 50'000 | 29'076 CHF | 3'733 CHF | 99.73% | 99.73% |
12.07.2024 | 15.90% | 0.07 CHF | 0.08 CHF | 460'268 | 50'000 | 495'967 | 50'000 | 29'890 CHF | 3'536 CHF | 99.01% | 99.01% |
11.07.2024 | 17.36% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 26'668 CHF | 3'170 CHF | 99.09% | 99.09% |
10.07.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 25'000 CHF | 3'000 CHF | 100.00% | 100.00% |
09.07.2024 | 16.87% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 479'065 | 50'000 | 28'227 CHF | 3'496 CHF | 100.00% | 100.00% |
08.07.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 492'350 | 50'000 | 492'350 | 50'000 | 29'541 CHF | 3'500 CHF | 100.00% | 100.00% |
05.07.2024 | 15.97% | 0.06 CHF | 0.07 CHF | 465'510 | 50'000 | 477'896 | 50'000 | 29'927 CHF | 3'677 CHF | 98.86% | 98.86% |
04.07.2024 | 18.55% | 0.05 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 25'633 CHF | 3'087 CHF | 100.00% | 100.00% |
03.07.2024 | 21.52% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 21'426 CHF | 2'655 CHF | 99.82% | 99.82% |
02.07.2024 | 22.63% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 19'682 CHF | 2'468 CHF | 100.00% | 100.00% |