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 | 12.42% | 0.09 CHF | 0.10 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 44'177 CHF | 2'500 CHF | 87.81% | 87.81% |
12.07.2024 | 11.69% | 0.10 CHF | 0.11 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 45'459 CHF | 2'556 CHF | 99.01% | 99.01% |
11.07.2024 | 14.40% | 0.09 CHF | 0.10 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 38'924 CHF | 2'246 CHF | 98.99% | 98.99% |
10.07.2024 | 15.78% | 0.07 CHF | 0.08 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 35'321 CHF | 2'068 CHF | 100.00% | 100.00% |
09.07.2024 | 12.71% | 0.08 CHF | 0.09 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 42'707 CHF | 2'424 CHF | 100.00% | 100.00% |
08.07.2024 | 13.90% | 0.08 CHF | 0.10 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 41'726 CHF | 2'398 CHF | 100.00% | 100.00% |
05.07.2024 | 14.84% | 0.08 CHF | 0.09 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 41'058 CHF | 2'382 CHF | 98.81% | 98.81% |
04.07.2024 | 12.87% | 0.09 CHF | 0.10 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 42'098 CHF | 2'394 CHF | 100.00% | 100.00% |
03.07.2024 | 12.06% | 0.07 CHF | 0.08 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 42'289 CHF | 2'383 CHF | 99.73% | 99.73% |
02.07.2024 | 15.99% | 0.08 CHF | 0.09 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 36'697 CHF | 2'153 CHF | 100.00% | 100.00% |