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 | 13.52% | 0.06 CHF | 0.07 CHF | 358'806 | 50'000 | 342'097 | 50'000 | 23'717 CHF | 3'977 CHF | 98.72% | 98.72% |
12.07.2024 | 15.07% | 0.08 CHF | 0.09 CHF | 338'297 | 50'000 | 385'172 | 50'000 | 23'796 CHF | 3'607 CHF | 99.38% | 99.38% |
11.07.2024 | 17.27% | 0.06 CHF | 0.07 CHF | 421'797 | 75'000 | 416'796 | 75'000 | 22'216 CHF | 4'743 CHF | 99.15% | 99.15% |
10.07.2024 | 21.63% | 0.05 CHF | 0.06 CHF | 499'692 | 75'000 | 494'238 | 75'000 | 20'510 CHF | 3'861 CHF | 100.00% | 100.00% |
09.07.2024 | 16.72% | 0.04 CHF | 0.05 CHF | 494'576 | 75'000 | 426'545 | 75'000 | 23'513 CHF | 4'892 CHF | 100.00% | 100.00% |
08.07.2024 | 15.20% | 0.06 CHF | 0.07 CHF | 376'508 | 50'000 | 376'381 | 50'000 | 22'927 CHF | 3'546 CHF | 100.00% | 100.00% |
05.07.2024 | 10.96% | 0.07 CHF | 0.08 CHF | 346'079 | 50'000 | 308'925 | 50'000 | 26'769 CHF | 4'852 CHF | 99.62% | 99.62% |
04.07.2024 | 12.61% | 0.08 CHF | 0.09 CHF | 359'755 | 50'000 | 361'652 | 50'000 | 27'006 CHF | 4'232 CHF | 100.00% | 100.00% |
03.07.2024 | 13.62% | 0.08 CHF | 0.09 CHF | 360'728 | 75'000 | 398'603 | 75'000 | 27'368 CHF | 5'904 CHF | 99.73% | 99.73% |
02.07.2024 | 15.76% | 0.06 CHF | 0.07 CHF | 461'913 | 50'000 | 455'731 | 50'000 | 26'738 CHF | 3'433 CHF | 100.00% | 100.00% |