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 | 22.25% | 0.04 CHF | 0.05 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 24'002 CHF | 30'002 CHF | 100.00% | 100.00% |
12.07.2024 | 21.24% | 0.04 CHF | 0.05 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 25'284 CHF | 31'284 CHF | 100.00% | 100.00% |
11.07.2024 | 19.56% | 0.05 CHF | 0.06 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 27'807 CHF | 33'807 CHF | 99.93% | 99.93% |
10.07.2024 | 17.67% | 0.05 CHF | 0.06 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 31'118 CHF | 37'118 CHF | 100.00% | 100.00% |
09.07.2024 | 16.98% | 0.06 CHF | 0.07 CHF | 600'000 | 600'000 | 598'008 | 591'123 | 32'456 CHF | 38'016 CHF | 100.00% | 100.00% |
08.07.2024 | 14.94% | 0.06 CHF | 0.07 CHF | 600'000 | 600'000 | 598'978 | 598'978 | 37'291 CHF | 43'291 CHF | 100.00% | 100.00% |
05.07.2024 | 15.41% | 0.06 CHF | 0.07 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 35'948 CHF | 41'948 CHF | 99.78% | 99.78% |
04.07.2024 | 14.96% | 0.06 CHF | 0.07 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 37'131 CHF | 43'131 CHF | 100.00% | 100.00% |
03.07.2024 | 14.08% | 0.06 CHF | 0.07 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 39'663 CHF | 45'663 CHF | 100.00% | 100.00% |
02.07.2024 | 11.64% | 0.08 CHF | 0.09 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 48'622 CHF | 54'622 CHF | 100.00% | 100.00% |