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 | 20.45% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 22'198 CHF | 5'440 CHF | 99.66% | 99.66% |
12.07.2024 | 18.31% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 24'836 CHF | 5'967 CHF | 99.01% | 99.01% |
11.07.2024 | 17.83% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 26'019 CHF | 6'204 CHF | 99.09% | 99.09% |
10.07.2024 | 18.11% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 25'123 CHF | 6'025 CHF | 100.00% | 100.00% |
09.07.2024 | 14.58% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 32'024 CHF | 7'405 CHF | 100.00% | 100.00% |
08.07.2024 | 13.36% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 35'007 CHF | 8'001 CHF | 98.38% | 98.38% |
05.07.2024 | 13.35% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 34'977 CHF | 7'995 CHF | 98.89% | 98.89% |
04.07.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 35'000 CHF | 8'000 CHF | 100.00% | 100.00% |
03.07.2024 | 16.98% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 27'182 CHF | 6'436 CHF | 99.98% | 99.98% |
02.07.2024 | 22.42% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 19'850 CHF | 4'970 CHF | 98.75% | 98.75% |