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 | 21.25% | 0.04 CHF | 0.05 CHF | 500'000 | 500'000 | 223'639 | 223'639 | 9'441 CHF | 11'688 CHF | 100.00% | 100.00% |
12.07.2024 | 19.71% | 0.05 CHF | 0.06 CHF | 480'000 | 480'000 | 218'642 | 218'642 | 10'177 CHF | 12'373 CHF | 100.00% | 100.00% |
11.07.2024 | 21.58% | 0.05 CHF | 0.06 CHF | 490'000 | 490'000 | 221'870 | 221'870 | 9'585 CHF | 11'814 CHF | 99.82% | 99.82% |
10.07.2024 | 22.92% | 0.04 CHF | 0.05 CHF | 500'000 | 500'000 | 223'147 | 223'147 | 8'781 CHF | 11'022 CHF | 100.00% | 100.00% |
09.07.2024 | 22.18% | 0.04 CHF | 0.05 CHF | 480'000 | 480'000 | 219'994 | 219'994 | 9'253 CHF | 11'467 CHF | 99.75% | 99.75% |
08.07.2024 | 19.21% | 0.04 CHF | 0.05 CHF | 490'000 | 490'000 | 211'702 | 211'702 | 9'962 CHF | 12'091 CHF | 99.99% | 99.99% |
05.07.2024 | 18.74% | 0.05 CHF | 0.06 CHF | 480'000 | 480'000 | 212'034 | 212'034 | 10'433 CHF | 12'561 CHF | 99.66% | 99.66% |
04.07.2024 | 18.27% | 0.05 CHF | 0.06 CHF | 190'000 | 190'000 | 152'157 | 152'157 | 7'575 CHF | 9'096 CHF | 99.61% | 99.61% |
03.07.2024 | 18.31% | 0.05 CHF | 0.06 CHF | 480'000 | 480'000 | 211'441 | 211'441 | 10'594 CHF | 12'726 CHF | 99.98% | 99.98% |
02.07.2024 | 17.13% | 0.05 CHF | 0.06 CHF | 470'000 | 470'000 | 208'503 | 208'503 | 11'239 CHF | 13'345 CHF | 99.80% | 99.80% |