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 | 30.00% | 0.04 CHF | 0.06 CHF | 376'172 | 50'000 | 337'649 | 50'000 | 15'606 CHF | 3'140 CHF | 98.73% | 98.73% |
12.07.2024 | 32.53% | 0.05 CHF | 0.07 CHF | 331'667 | 50'000 | 347'229 | 50'000 | 15'342 CHF | 3'057 CHF | 99.38% | 99.38% |
11.07.2024 | 26.46% | 0.05 CHF | 0.06 CHF | 329'797 | 50'000 | 355'758 | 50'000 | 16'482 CHF | 3'012 CHF | 99.15% | 99.15% |
10.07.2024 | 24.60% | 0.05 CHF | 0.06 CHF | 361'401 | 50'000 | 335'618 | 50'000 | 16'781 CHF | 3'212 CHF | 100.00% | 100.00% |
09.07.2024 | 25.72% | 0.05 CHF | 0.07 CHF | 350'947 | 50'000 | 332'535 | 50'000 | 17'924 CHF | 3'490 CHF | 100.00% | 100.00% |
08.07.2024 | 31.83% | 0.05 CHF | 0.07 CHF | 350'696 | 50'000 | 353'358 | 50'000 | 17'668 CHF | 3'450 CHF | 100.00% | 100.00% |
05.07.2024 | 36.13% | 0.04 CHF | 0.06 CHF | 376'924 | 50'000 | 377'273 | 50'000 | 15'764 CHF | 3'000 CHF | 99.62% | 99.62% |
04.07.2024 | 28.62% | 0.04 CHF | 0.06 CHF | 381'928 | 50'000 | 356'260 | 50'000 | 17'183 CHF | 3'209 CHF | 100.00% | 100.00% |
03.07.2024 | 19.97% | 0.06 CHF | 0.07 CHF | 349'402 | 50'000 | 347'575 | 50'000 | 20'169 CHF | 3'539 CHF | 99.73% | 99.73% |
02.07.2024 | 29.37% | 0.06 CHF | 0.07 CHF | 332'392 | 50'000 | 367'864 | 50'000 | 19'169 CHF | 3'506 CHF | 100.00% | 100.00% |