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 | 7.39% | 0.14 CHF | 0.15 CHF | 263'171 | 50'000 | 265'008 | 50'000 | 36'576 CHF | 7'433 CHF | 98.73% | 98.73% |
12.07.2024 | 14.46% | 0.12 CHF | 0.14 CHF | 25'000 | 25'000 | 73'903 | 29'682 | 8'869 CHF | 4'121 CHF | 91.77% | 91.77% |
11.07.2024 | 15.93% | 0.07 CHF | 0.09 CHF | 396'155 | 50'000 | 459'265 | 50'000 | 28'735 CHF | 3'676 CHF | 99.15% | 99.15% |
10.07.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 472'193 | 50'000 | 472'193 | 50'000 | 28'332 CHF | 3'500 CHF | 100.00% | 100.00% |
09.07.2024 | 24.70% | 0.06 CHF | 0.07 CHF | 447'034 | 50'000 | 447'625 | 50'000 | 27'170 CHF | 3'894 CHF | 100.00% | 100.00% |
08.07.2024 | 17.56% | 0.07 CHF | 0.08 CHF | 444'840 | 50'000 | 447'192 | 50'000 | 27'819 CHF | 3'711 CHF | 100.00% | 100.00% |
05.07.2024 | 14.45% | 0.06 CHF | 0.07 CHF | 450'950 | 50'000 | 427'995 | 50'000 | 29'358 CHF | 3'965 CHF | 99.62% | 99.62% |
04.07.2024 | 19.43% | 0.07 CHF | 0.08 CHF | 446'438 | 50'000 | 458'340 | 50'000 | 28'882 CHF | 3'831 CHF | 100.00% | 100.00% |
03.07.2024 | 15.64% | 0.06 CHF | 0.07 CHF | 499'333 | 50'000 | 485'821 | 50'000 | 29'134 CHF | 3'507 CHF | 99.73% | 99.73% |
02.07.2024 | 20.32% | 0.06 CHF | 0.07 CHF | 450'730 | 50'000 | 447'491 | 50'000 | 28'316 CHF | 3'878 CHF | 100.00% | 100.00% |