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 | 11.40% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 48'869 CHF | 10'948 CHF | 99.72% | 99.72% |
12.07.2024 | 16.16% | 0.09 CHF | 0.10 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 42'693 CHF | 10'024 CHF | 82.25% | 82.25% |
11.07.2024 | 16.65% | 0.08 CHF | 0.10 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 40'906 CHF | 9'675 CHF | 93.83% | 93.83% |
10.07.2024 | 13.41% | 0.09 CHF | 0.10 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 43'154 CHF | 9'862 CHF | 93.06% | 93.06% |
09.07.2024 | 11.84% | 0.09 CHF | 0.10 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 44'440 CHF | 10'000 CHF | 100.00% | 100.00% |
08.07.2024 | 13.56% | 0.09 CHF | 0.10 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 45'258 CHF | 10'377 CHF | 93.06% | 93.06% |
05.07.2024 | 11.31% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 45'001 CHF | 10'083 CHF | 96.72% | 96.72% |
04.07.2024 | 13.11% | 0.09 CHF | 0.10 CHF | 500'000 | 100'000 | 460'919 | 95'658 | 41'492 CHF | 9'762 CHF | 100.00% | 100.00% |
03.07.2024 | 28.04% | 0.09 CHF | 0.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 4'798 CHF | 6'361 CHF | 100.00% | 100.00% |
02.07.2024 | 25.90% | 0.11 CHF | 0.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 5'553 CHF | 7'204 CHF | 100.00% | 100.00% |