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 | 12.37% | 0.07 CHF | 0.09 CHF | 442'046 | 50'000 | 415'258 | 50'000 | 34'648 CHF | 4'728 CHF | 98.61% | 98.61% |
12.07.2024 | 17.17% | 0.07 CHF | 0.09 CHF | 462'627 | 50'000 | 451'867 | 50'000 | 33'256 CHF | 4'370 CHF | 99.38% | 99.38% |
11.07.2024 | 15.30% | 0.08 CHF | 0.09 CHF | 448'545 | 50'000 | 406'567 | 50'000 | 34'616 CHF | 4'978 CHF | 99.16% | 99.16% |
10.07.2024 | 12.15% | 0.11 CHF | 0.12 CHF | 352'259 | 50'000 | 339'922 | 50'000 | 36'782 CHF | 6'116 CHF | 100.00% | 100.00% |
09.07.2024 | 11.29% | 0.11 CHF | 0.12 CHF | 335'173 | 50'000 | 327'791 | 50'000 | 37'560 CHF | 6'417 CHF | 100.00% | 100.00% |
08.07.2024 | 12.31% | 0.11 CHF | 0.12 CHF | 335'132 | 50'000 | 326'810 | 50'000 | 37'047 CHF | 6'418 CHF | 100.00% | 100.00% |
05.07.2024 | 10.79% | 0.11 CHF | 0.12 CHF | 352'076 | 50'000 | 349'844 | 50'000 | 37'420 CHF | 5'959 CHF | 99.62% | 99.62% |
04.07.2024 | 12.39% | 0.11 CHF | 0.12 CHF | 340'119 | 50'000 | 341'541 | 50'000 | 37'542 CHF | 6'227 CHF | 100.00% | 100.00% |
03.07.2024 | 12.68% | 0.10 CHF | 0.11 CHF | 383'338 | 50'000 | 405'282 | 50'000 | 37'213 CHF | 5'225 CHF | 99.73% | 99.73% |
02.07.2024 | 18.09% | 0.07 CHF | 0.08 CHF | 500'000 | 50'000 | 491'243 | 50'000 | 31'779 CHF | 3'879 CHF | 100.00% | 100.00% |