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 | 13.22% | 0.07 CHF | 0.08 CHF | 500'000 | 250'000 | 500'000 | 203'966 | 35'349 CHF | 16'387 CHF | 82.97% | 82.97% |
12.07.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 500'000 | 250'000 | 500'000 | 197'859 | 35'000 CHF | 15'829 CHF | 95.33% | 95.33% |
11.07.2024 | 52.67% | 0.07 CHF | 0.08 CHF | 500'000 | 250'000 | 305'093 | 198'213 | 17'096 CHF | 16'611 CHF | 94.48% | 94.48% |
10.07.2024 | 60.33% | 0.04 CHF | 0.08 CHF | 250'000 | 250'000 | 199'896 | 199'896 | 9'504 CHF | 17'650 CHF | 95.34% | 95.34% |
09.07.2024 | 59.88% | 0.05 CHF | 0.09 CHF | 250'000 | 250'000 | 200'125 | 200'125 | 9'618 CHF | 17'927 CHF | 99.67% | 99.67% |
08.07.2024 | 59.70% | 0.05 CHF | 0.09 CHF | 250'000 | 250'000 | 200'133 | 200'133 | 10'625 CHF | 19'521 CHF | 99.66% | 99.66% |
05.07.2024 | 22.88% | 0.06 CHF | 0.10 CHF | 250'000 | 250'000 | 447'076 | 200'287 | 30'296 CHF | 16'791 CHF | 97.22% | 97.22% |
04.07.2024 | 53.21% | 0.05 CHF | 0.10 CHF | 250'000 | 250'000 | 250'240 | 198'770 | 14'663 CHF | 19'593 CHF | 86.76% | 86.76% |
03.07.2024 | 57.25% | 0.05 CHF | 0.10 CHF | 250'000 | 250'000 | 200'281 | 200'281 | 10'014 CHF | 18'052 CHF | 99.67% | 99.67% |
02.07.2024 | 64.79% | 0.05 CHF | 0.09 CHF | 250'000 | 250'000 | 200'132 | 200'116 | 8'974 CHF | 17'410 CHF | 98.04% | 98.04% |