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 | 25.23% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 255'585 | 55'183 | 13'982 CHF | 3'697 CHF | 95.95% | 95.95% |
12.07.2024 | 34.97% | 0.05 CHF | 0.07 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 1'657 CHF | 2'351 CHF | 99.01% | 99.01% |
11.07.2024 | 18.02% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 25'288 CHF | 4'543 CHF | 98.25% | 98.25% |
10.07.2024 | 18.28% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 24'883 CHF | 4'482 CHF | 100.00% | 100.00% |
09.07.2024 | 18.99% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 23'997 CHF | 4'349 CHF | 94.27% | 94.27% |
08.07.2024 | 21.11% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 21'381 CHF | 3'957 CHF | 99.89% | 99.89% |
05.07.2024 | 18.19% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 24'993 CHF | 4'499 CHF | 98.86% | 98.86% |
04.07.2024 | 22.18% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 20'052 CHF | 3'758 CHF | 97.51% | 97.51% |
03.07.2024 | 26.92% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 16'302 CHF | 3'195 CHF | 99.46% | 99.46% |
02.07.2024 | 29.97% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 14'386 CHF | 2'908 CHF | 99.69% | 99.69% |