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 | 22.22% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 20'000 CHF | 2'500 CHF | 99.72% | 99.72% |
12.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 485'094 | 50'000 | 485'094 | 50'000 | 19'404 CHF | 2'500 CHF | 99.01% | 99.01% |
11.07.2024 | 21.94% | 0.04 CHF | 0.05 CHF | 445'178 | 50'000 | 450'907 | 50'000 | 18'358 CHF | 2'535 CHF | 92.48% | 92.48% |
10.07.2024 | 23.80% | 0.05 CHF | 0.06 CHF | 461'874 | 50'000 | 433'166 | 47'050 | 17'920 CHF | 2'446 CHF | 100.00% | 100.00% |
09.07.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 454'098 | 50'000 | 454'098 | 50'000 | 22'705 CHF | 3'000 CHF | 100.00% | 100.00% |
08.07.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 411'821 | 50'000 | 411'821 | 50'000 | 20'591 CHF | 3'000 CHF | 100.00% | 100.00% |
05.07.2024 | 15.51% | 0.06 CHF | 0.07 CHF | 410'889 | 50'000 | 397'151 | 50'000 | 23'640 CHF | 3'477 CHF | 98.98% | 98.98% |
04.07.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 422'355 | 50'000 | 422'355 | 50'000 | 25'341 CHF | 3'500 CHF | 100.00% | 100.00% |
03.07.2024 | 18.05% | 0.06 CHF | 0.07 CHF | 424'697 | 50'000 | 421'169 | 50'000 | 21'266 CHF | 3'024 CHF | 100.00% | 100.00% |
02.07.2024 | 17.73% | 0.06 CHF | 0.07 CHF | 429'637 | 50'000 | 462'147 | 50'000 | 23'797 CHF | 3'080 CHF | 100.00% | 100.00% |