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 | 19.18% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 489'718 | 49'065 | 24'502 CHF | 2'948 CHF | 97.50% | 97.50% |
12.07.2024 | 16.65% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 27'741 CHF | 3'274 CHF | 84.07% | 84.07% |
11.07.2024 | 18.17% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 25'016 CHF | 3'002 CHF | 99.53% | 99.53% |
10.07.2024 | 19.66% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 23'166 CHF | 2'817 CHF | 99.54% | 99.54% |
09.07.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 25'000 CHF | 3'000 CHF | 99.57% | 99.57% |
08.07.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 25'000 CHF | 3'000 CHF | 99.47% | 99.47% |
05.07.2024 | 15.91% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 29'053 CHF | 3'405 CHF | 98.44% | 98.44% |
04.07.2024 | 15.51% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 29'779 CHF | 3'478 CHF | 83.14% | 83.14% |
03.07.2024 | 17.64% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 25'975 CHF | 3'097 CHF | 95.88% | 95.88% |
02.07.2024 | 18.28% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 24'882 CHF | 2'988 CHF | 93.50% | 93.50% |