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 | 13.45% | 0.08 CHF | 0.09 CHF | 279'423 | 50'000 | 278'488 | 50'000 | 22'721 CHF | 4'669 CHF | 99.72% | 99.72% |
12.07.2024 | 16.92% | 0.08 CHF | 0.10 CHF | 273'978 | 50'000 | 285'932 | 50'000 | 22'785 CHF | 4'729 CHF | 99.01% | 99.01% |
11.07.2024 | 12.99% | 0.08 CHF | 0.09 CHF | 303'692 | 50'000 | 309'288 | 50'000 | 22'934 CHF | 4'222 CHF | 99.08% | 99.08% |
10.07.2024 | 17.79% | 0.07 CHF | 0.08 CHF | 340'994 | 50'000 | 351'775 | 50'000 | 21'341 CHF | 3'631 CHF | 100.00% | 100.00% |
09.07.2024 | 18.30% | 0.05 CHF | 0.06 CHF | 387'737 | 50'000 | 374'032 | 50'000 | 21'058 CHF | 3'386 CHF | 100.00% | 100.00% |
08.07.2024 | 16.18% | 0.06 CHF | 0.07 CHF | 348'260 | 50'000 | 335'011 | 50'000 | 21'391 CHF | 3'783 CHF | 100.00% | 100.00% |
05.07.2024 | 16.89% | 0.08 CHF | 0.09 CHF | 288'334 | 50'000 | 294'616 | 50'000 | 23'380 CHF | 4'703 CHF | 98.86% | 98.86% |
04.07.2024 | 17.12% | 0.07 CHF | 0.09 CHF | 325'640 | 50'000 | 323'230 | 50'000 | 22'626 CHF | 4'162 CHF | 100.00% | 100.00% |
03.07.2024 | 16.23% | 0.07 CHF | 0.08 CHF | 357'566 | 50'000 | 334'509 | 50'000 | 23'538 CHF | 4'145 CHF | 99.82% | 99.82% |
02.07.2024 | 14.51% | 0.07 CHF | 0.08 CHF | 335'179 | 50'000 | 354'405 | 50'000 | 24'450 CHF | 3'988 CHF | 100.00% | 100.00% |