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 | 21.79% | 0.16 CHF | 0.20 CHF | 320'000 | 50'000 | 316'949 | 50'000 | 51'138 CHF | 10'049 CHF | 99.72% | 99.72% |
12.07.2024 | 23.10% | 0.15 CHF | 0.19 CHF | 340'000 | 50'000 | 355'568 | 50'000 | 50'536 CHF | 8'976 CHF | 82.25% | 82.25% |
11.07.2024 | 25.45% | 0.13 CHF | 0.17 CHF | 390'000 | 50'000 | 383'869 | 50'000 | 50'701 CHF | 8'561 CHF | 93.83% | 93.83% |
10.07.2024 | 22.32% | 0.15 CHF | 0.19 CHF | 340'000 | 50'000 | 362'300 | 50'000 | 50'691 CHF | 8'782 CHF | 93.06% | 93.06% |
09.07.2024 | 22.62% | 0.14 CHF | 0.18 CHF | 360'000 | 50'000 | 351'658 | 50'000 | 50'650 CHF | 9'044 CHF | 100.00% | 100.00% |
08.07.2024 | 21.99% | 0.14 CHF | 0.18 CHF | 360'000 | 50'000 | 329'315 | 50'000 | 51'058 CHF | 9'684 CHF | 93.06% | 93.06% |
05.07.2024 | 20.00% | 0.17 CHF | 0.21 CHF | 300'000 | 50'000 | 322'312 | 50'000 | 51'157 CHF | 9'706 CHF | 96.72% | 96.72% |
04.07.2024 | 23.30% | 0.15 CHF | 0.19 CHF | 340'000 | 50'000 | 301'628 | 47'829 | 47'009 CHF | 9'380 CHF | 100.00% | 100.00% |
03.07.2024 | 29.70% | 0.16 CHF | 0.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'321 CHF | 5'821 CHF | 100.00% | 100.00% |
02.07.2024 | 22.54% | 0.22 CHF | 0.28 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'479 CHF | 6'865 CHF | 100.00% | 100.00% |