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 | 26.21% | 0.07 CHF | 0.09 CHF | 393'371 | 75'000 | 374'929 | 75'000 | 24'920 CHF | 6'502 CHF | 99.73% | 99.73% |
12.07.2024 | 29.94% | 0.06 CHF | 0.08 CHF | 435'936 | 75'000 | 406'306 | 75'000 | 23'610 CHF | 5'900 CHF | 99.01% | 99.01% |
11.07.2024 | 32.91% | 0.06 CHF | 0.08 CHF | 436'960 | 75'000 | 460'145 | 75'000 | 23'400 CHF | 5'317 CHF | 99.09% | 99.09% |
10.07.2024 | 33.33% | 0.05 CHF | 0.07 CHF | 460'611 | 75'000 | 460'611 | 75'000 | 23'031 CHF | 5'250 CHF | 100.00% | 100.00% |
09.07.2024 | 33.06% | 0.05 CHF | 0.07 CHF | 441'505 | 75'000 | 441'414 | 75'000 | 22'323 CHF | 5'293 CHF | 100.00% | 100.00% |
08.07.2024 | 33.46% | 0.05 CHF | 0.07 CHF | 500'000 | 75'000 | 487'611 | 75'000 | 24'284 CHF | 5'235 CHF | 100.00% | 100.00% |
05.07.2024 | 33.33% | 0.05 CHF | 0.07 CHF | 500'000 | 75'000 | 463'834 | 75'000 | 23'191 CHF | 5'250 CHF | 98.86% | 98.86% |
04.07.2024 | 30.78% | 0.05 CHF | 0.07 CHF | 440'282 | 75'000 | 441'150 | 75'000 | 24'431 CHF | 5'653 CHF | 100.00% | 100.00% |
03.07.2024 | 33.33% | 0.05 CHF | 0.07 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 25'000 CHF | 5'250 CHF | 99.82% | 99.82% |
02.07.2024 | 39.18% | 0.05 CHF | 0.07 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 20'617 CHF | 4'593 CHF | 100.00% | 100.00% |