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 | 20.41% | 0.04 CHF | 0.05 CHF | 453'304 | 75'000 | 437'096 | 75'000 | 19'358 CHF | 4'087 CHF | 88.75% | 88.75% |
12.07.2024 | 18.98% | 0.04 CHF | 0.05 CHF | 462'638 | 75'000 | 444'383 | 75'000 | 21'312 CHF | 4'353 CHF | 97.87% | 97.87% |
11.07.2024 | 21.76% | 0.05 CHF | 0.06 CHF | 444'453 | 75'000 | 461'522 | 75'000 | 19'023 CHF | 3'847 CHF | 90.09% | 90.09% |
10.07.2024 | 28.09% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 497'359 | 75'000 | 15'271 CHF | 3'057 CHF | 100.00% | 100.00% |
09.07.2024 | 19.04% | 0.04 CHF | 0.05 CHF | 432'681 | 75'000 | 411'132 | 75'000 | 19'691 CHF | 4'356 CHF | 98.94% | 98.94% |
08.07.2024 | 16.22% | 0.06 CHF | 0.07 CHF | 347'821 | 75'000 | 385'697 | 75'000 | 21'972 CHF | 5'049 CHF | 87.67% | 87.67% |
05.07.2024 | 16.91% | 0.05 CHF | 0.06 CHF | 390'599 | 75'000 | 391'900 | 75'000 | 21'266 CHF | 4'842 CHF | 91.10% | 91.10% |
04.07.2024 | 17.11% | 0.06 CHF | 0.07 CHF | 397'694 | 75'000 | 403'505 | 75'000 | 21'718 CHF | 4'791 CHF | 85.78% | 85.78% |
03.07.2024 | 18.36% | 0.06 CHF | 0.07 CHF | 405'760 | 75'000 | 434'073 | 75'000 | 21'560 CHF | 4'483 CHF | 86.43% | 86.43% |
02.07.2024 | 26.23% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 16'846 CHF | 3'277 CHF | 96.88% | 96.88% |