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 | 29.91% | 0.08 CHF | 0.11 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'993 CHF | 2'690 CHF | 74.47% | 74.47% |
12.07.2024 | 12.13% | 0.12 CHF | 0.13 CHF | 328'656 | 50'000 | 354'503 | 50'000 | 38'484 CHF | 6'134 CHF | 97.56% | 97.56% |
11.07.2024 | 14.59% | 0.11 CHF | 0.13 CHF | 342'832 | 50'000 | 356'791 | 50'000 | 38'667 CHF | 6'275 CHF | 99.09% | 99.09% |
10.07.2024 | 14.13% | 0.11 CHF | 0.12 CHF | 358'150 | 50'000 | 364'145 | 50'000 | 38'327 CHF | 6'061 CHF | 93.70% | 93.70% |
09.07.2024 | 13.08% | 0.10 CHF | 0.12 CHF | 388'172 | 50'000 | 348'436 | 50'000 | 38'775 CHF | 6'362 CHF | 97.81% | 97.81% |
08.07.2024 | 11.84% | 0.12 CHF | 0.14 CHF | 317'786 | 50'000 | 307'920 | 50'000 | 39'980 CHF | 7'313 CHF | 99.79% | 99.79% |
05.07.2024 | 12.78% | 0.13 CHF | 0.15 CHF | 302'660 | 50'000 | 313'915 | 50'000 | 40'622 CHF | 7'357 CHF | 98.87% | 98.87% |
04.07.2024 | 13.62% | 0.12 CHF | 0.14 CHF | 324'253 | 50'000 | 340'846 | 50'000 | 39'393 CHF | 6'633 CHF | 99.72% | 99.72% |
03.07.2024 | 15.79% | 0.08 CHF | 0.10 CHF | 429'390 | 50'000 | 420'067 | 50'000 | 36'404 CHF | 5'076 CHF | 99.31% | 99.31% |
02.07.2024 | 18.05% | 0.09 CHF | 0.10 CHF | 429'181 | 50'000 | 460'047 | 50'000 | 35'944 CHF | 4'683 CHF | 97.40% | 97.40% |