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 | 17.69% | 0.20 CHF | 0.24 CHF | 250'000 | 50'000 | 255'266 | 50'000 | 50'352 CHF | 11'791 CHF | 99.72% | 99.72% |
12.07.2024 | 19.34% | 0.19 CHF | 0.22 CHF | 270'000 | 50'000 | 290'079 | 50'000 | 50'877 CHF | 10'663 CHF | 82.25% | 82.25% |
11.07.2024 | 21.41% | 0.16 CHF | 0.20 CHF | 320'000 | 50'000 | 313'649 | 50'000 | 51'129 CHF | 10'140 CHF | 93.83% | 93.83% |
10.07.2024 | 18.92% | 0.19 CHF | 0.22 CHF | 270'000 | 50'000 | 297'946 | 50'000 | 51'001 CHF | 10'382 CHF | 93.06% | 93.06% |
09.07.2024 | 19.43% | 0.17 CHF | 0.21 CHF | 300'000 | 50'000 | 291'275 | 50'000 | 50'778 CHF | 10'601 CHF | 100.00% | 100.00% |
08.07.2024 | 18.15% | 0.18 CHF | 0.21 CHF | 280'000 | 50'000 | 271'571 | 50'000 | 50'868 CHF | 11'251 CHF | 93.06% | 93.06% |
05.07.2024 | 18.29% | 0.21 CHF | 0.24 CHF | 240'000 | 50'000 | 270'644 | 50'000 | 51'084 CHF | 11'343 CHF | 96.72% | 96.72% |
04.07.2024 | 19.50% | 0.18 CHF | 0.22 CHF | 280'000 | 50'000 | 252'153 | 47'829 | 46'919 CHF | 10'817 CHF | 100.00% | 100.00% |
03.07.2024 | 25.43% | 0.19 CHF | 0.25 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'175 CHF | 6'675 CHF | 100.00% | 100.00% |
02.07.2024 | 20.12% | 0.26 CHF | 0.31 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'373 CHF | 7'791 CHF | 100.00% | 100.00% |