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 | 17.62% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 25'996 CHF | 3'100 CHF | 98.73% | 98.73% |
12.07.2024 | 18.27% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 25'057 CHF | 3'006 CHF | 99.38% | 99.38% |
11.07.2024 | 21.36% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 21'064 CHF | 3'910 CHF | 99.16% | 99.16% |
10.07.2024 | 22.58% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 19'719 CHF | 3'708 CHF | 100.00% | 100.00% |
09.07.2024 | 20.65% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 21'943 CHF | 4'041 CHF | 100.00% | 100.00% |
08.07.2024 | 18.19% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 24'994 CHF | 2'999 CHF | 100.00% | 100.00% |
05.07.2024 | 15.87% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 29'129 CHF | 3'413 CHF | 99.62% | 99.62% |
04.07.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 25'000 CHF | 3'000 CHF | 100.00% | 100.00% |
03.07.2024 | 19.86% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 22'919 CHF | 4'188 CHF | 99.73% | 99.73% |
02.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 20'000 CHF | 2'500 CHF | 100.00% | 100.00% |