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 | 11.36% | 0.08 CHF | 0.09 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 41'619 CHF | 46'619 CHF | 100.00% | 100.00% |
12.07.2024 | 8.47% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 56'634 CHF | 61'634 CHF | 100.00% | 100.00% |
11.07.2024 | 9.70% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 49'221 CHF | 54'221 CHF | 99.99% | 99.99% |
10.07.2024 | 10.35% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 45'945 CHF | 50'945 CHF | 99.90% | 99.90% |
09.07.2024 | 8.53% | 0.12 CHF | 0.13 CHF | 500'000 | 500'000 | 498'317 | 498'317 | 56'310 CHF | 61'310 CHF | 100.00% | 100.00% |
08.07.2024 | 7.27% | 0.14 CHF | 0.15 CHF | 500'000 | 500'000 | 499'134 | 499'134 | 66'496 CHF | 71'496 CHF | 100.00% | 100.00% |
05.07.2024 | 5.40% | 0.19 CHF | 0.20 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 90'213 CHF | 95'213 CHF | 100.00% | 100.00% |
04.07.2024 | 5.82% | 0.18 CHF | 0.19 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 83'504 CHF | 88'504 CHF | 100.00% | 100.00% |
03.07.2024 | 5.83% | 0.16 CHF | 0.17 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 83'345 CHF | 88'345 CHF | 99.96% | 99.96% |
02.07.2024 | 4.65% | 0.19 CHF | 0.20 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 105'187 CHF | 110'187 CHF | 99.99% | 99.99% |