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 | 18.06% | 0.04 CHF | 0.05 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 25'701 CHF | 1'535 CHF | 96.99% | 96.99% |
12.07.2024 | 18.72% | 0.05 CHF | 0.06 CHF | 476'307 | 25'000 | 494'426 | 25'000 | 24'378 CHF | 1'483 CHF | 98.27% | 98.27% |
11.07.2024 | 16.09% | 0.07 CHF | 0.08 CHF | 443'490 | 25'000 | 486'103 | 25'000 | 28'432 CHF | 1'722 CHF | 99.06% | 99.06% |
10.07.2024 | 18.81% | 0.05 CHF | 0.06 CHF | 500'000 | 25'000 | 496'332 | 25'000 | 24'038 CHF | 1'461 CHF | 93.92% | 93.92% |
09.07.2024 | 12.75% | 0.07 CHF | 0.08 CHF | 451'355 | 25'000 | 453'890 | 25'000 | 33'735 CHF | 2'109 CHF | 92.36% | 92.36% |
08.07.2024 | 22.18% | 0.04 CHF | 0.05 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 20'050 CHF | 1'252 CHF | 100.00% | 100.00% |
05.07.2024 | 13.77% | 0.05 CHF | 0.06 CHF | 500'000 | 25'000 | 431'883 | 25'000 | 31'175 CHF | 2'115 CHF | 89.10% | 89.10% |
04.07.2024 | 15.92% | 0.04 CHF | 0.05 CHF | 500'000 | 25'000 | 494'216 | 25'000 | 29'670 CHF | 1'754 CHF | 98.54% | 98.54% |
03.07.2024 | 21.46% | 0.05 CHF | 0.06 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 20'941 CHF | 1'297 CHF | 96.20% | 96.20% |
02.07.2024 | 15.17% | 0.07 CHF | 0.08 CHF | 458'458 | 25'000 | 484'229 | 25'000 | 30'961 CHF | 1'855 CHF | 56.89% | 56.89% |