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 | 14.72% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 497'933 | 75'000 | 31'476 CHF | 5'493 CHF | 89.89% | 89.89% |
12.07.2024 | 17.08% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 26'961 CHF | 4'794 CHF | 98.05% | 98.05% |
11.07.2024 | 15.93% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 29'019 CHF | 5'103 CHF | 91.55% | 91.55% |
10.07.2024 | 18.55% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 24'565 CHF | 4'435 CHF | 100.00% | 100.00% |
09.07.2024 | 14.53% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 32'094 CHF | 5'564 CHF | 99.46% | 99.46% |
08.07.2024 | 13.63% | 0.07 CHF | 0.08 CHF | 474'712 | 75'000 | 492'562 | 75'000 | 33'843 CHF | 5'908 CHF | 97.53% | 97.53% |
05.07.2024 | 14.42% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 32'362 CHF | 5'604 CHF | 95.74% | 95.74% |
04.07.2024 | 14.09% | 0.07 CHF | 0.08 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 33'154 CHF | 5'723 CHF | 86.09% | 86.09% |
03.07.2024 | 15.56% | 0.07 CHF | 0.08 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 29'744 CHF | 5'212 CHF | 92.95% | 92.95% |
02.07.2024 | 20.10% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 22'622 CHF | 4'143 CHF | 96.98% | 96.98% |