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 | 12.83% | 0.10 CHF | 0.12 CHF | 500'000 | 100'000 | 479'695 | 100'000 | 50'305 CHF | 11'938 CHF | 99.72% | 99.72% |
12.07.2024 | 14.56% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 47'007 CHF | 10'870 CHF | 82.26% | 82.26% |
11.07.2024 | 11.08% | 0.09 CHF | 0.10 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 45'821 CHF | 10'240 CHF | 93.84% | 93.84% |
10.07.2024 | 12.95% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 46'695 CHF | 10'631 CHF | 93.06% | 93.06% |
09.07.2024 | 13.92% | 0.09 CHF | 0.11 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 47'082 CHF | 10'819 CHF | 100.00% | 100.00% |
08.07.2024 | 10.56% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 49'801 CHF | 11'071 CHF | 93.06% | 93.06% |
05.07.2024 | 9.52% | 0.11 CHF | 0.12 CHF | 460'000 | 100'000 | 499'989 | 100'000 | 50'000 CHF | 11'000 CHF | 96.72% | 96.72% |
04.07.2024 | 10.99% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 460'919 | 95'658 | 46'092 CHF | 10'613 CHF | 100.00% | 100.00% |
03.07.2024 | 27.51% | 0.10 CHF | 0.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 5'195 CHF | 6'853 CHF | 100.00% | 100.00% |
02.07.2024 | 22.81% | 0.12 CHF | 0.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 6'044 CHF | 7'599 CHF | 100.00% | 100.00% |