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 | 31.07% | 0.06 CHF | 0.08 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 32'546 CHF | 2'222 CHF | 98.73% | 98.73% |
12.07.2024 | 37.22% | 0.06 CHF | 0.09 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 29'198 CHF | 2'127 CHF | 99.38% | 99.38% |
11.07.2024 | 38.77% | 0.06 CHF | 0.09 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 30'038 CHF | 2'226 CHF | 99.15% | 99.15% |
10.07.2024 | 35.25% | 0.06 CHF | 0.08 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 28'100 CHF | 2'000 CHF | 100.00% | 100.00% |
09.07.2024 | 38.99% | 0.05 CHF | 0.08 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 29'757 CHF | 2'209 CHF | 100.00% | 100.00% |
08.07.2024 | 34.52% | 0.06 CHF | 0.09 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 31'587 CHF | 2'236 CHF | 100.00% | 100.00% |
05.07.2024 | 34.83% | 0.07 CHF | 0.09 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 34'947 CHF | 2'485 CHF | 99.62% | 99.62% |
04.07.2024 | 26.78% | 0.07 CHF | 0.10 CHF | 500'000 | 25'000 | 470'812 | 25'000 | 37'925 CHF | 2'644 CHF | 100.00% | 100.00% |
03.07.2024 | 32.41% | 0.08 CHF | 0.11 CHF | 465'993 | 25'000 | 480'979 | 25'000 | 36'311 CHF | 2'618 CHF | 96.53% | 96.53% |
02.07.2024 | 39.12% | 0.05 CHF | 0.08 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 25'000 CHF | 1'863 CHF | 100.00% | 100.00% |