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 | 11.02% | 0.10 CHF | 0.11 CHF | 364'288 | 50'000 | 352'460 | 50'000 | 36'954 CHF | 5'856 CHF | 98.73% | 98.73% |
12.07.2024 | 16.92% | 0.11 CHF | 0.12 CHF | 343'111 | 50'000 | 361'789 | 50'000 | 36'725 CHF | 6'014 CHF | 99.38% | 99.38% |
11.07.2024 | 11.87% | 0.10 CHF | 0.12 CHF | 349'870 | 50'000 | 361'327 | 50'000 | 36'352 CHF | 5'670 CHF | 99.15% | 99.15% |
10.07.2024 | 15.73% | 0.10 CHF | 0.11 CHF | 368'128 | 50'000 | 357'901 | 50'000 | 35'994 CHF | 5'890 CHF | 100.00% | 100.00% |
09.07.2024 | 16.36% | 0.10 CHF | 0.12 CHF | 352'481 | 50'000 | 352'551 | 50'000 | 36'691 CHF | 6'133 CHF | 100.00% | 100.00% |
08.07.2024 | 17.24% | 0.10 CHF | 0.12 CHF | 354'673 | 50'000 | 360'792 | 50'000 | 36'110 CHF | 5'950 CHF | 100.00% | 100.00% |
05.07.2024 | 18.14% | 0.09 CHF | 0.11 CHF | 382'074 | 50'000 | 382'297 | 50'000 | 35'087 CHF | 5'500 CHF | 99.62% | 99.62% |
04.07.2024 | 14.13% | 0.09 CHF | 0.11 CHF | 385'448 | 50'000 | 371'920 | 50'000 | 36'583 CHF | 5'665 CHF | 100.00% | 100.00% |
03.07.2024 | 14.09% | 0.11 CHF | 0.12 CHF | 365'926 | 50'000 | 363'408 | 50'000 | 37'912 CHF | 6'000 CHF | 99.73% | 99.73% |
02.07.2024 | 14.67% | 0.11 CHF | 0.12 CHF | 363'986 | 50'000 | 375'610 | 50'000 | 38'310 CHF | 5'910 CHF | 100.00% | 100.00% |