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 | 13.68% | 0.10 CHF | 0.12 CHF | 311'547 | 50'000 | 269'492 | 50'000 | 32'522 CHF | 6'948 CHF | 99.72% | 99.72% |
12.07.2024 | 21.06% | 0.13 CHF | 0.16 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'027 CHF | 3'740 CHF | 99.01% | 99.01% |
11.07.2024 | 20.14% | 0.13 CHF | 0.16 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'205 CHF | 3'923 CHF | 99.09% | 99.09% |
10.07.2024 | 23.20% | 0.11 CHF | 0.14 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'676 CHF | 3'372 CHF | 99.81% | 99.81% |
09.07.2024 | 20.13% | 0.12 CHF | 0.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'245 CHF | 3'971 CHF | 100.00% | 100.00% |
08.07.2024 | 11.63% | 0.14 CHF | 0.15 CHF | 260'949 | 50'000 | 241'002 | 50'000 | 37'072 CHF | 8'650 CHF | 100.00% | 100.00% |
05.07.2024 | 10.94% | 0.16 CHF | 0.18 CHF | 245'248 | 50'000 | 240'696 | 50'000 | 38'124 CHF | 8'839 CHF | 98.80% | 98.80% |
04.07.2024 | 10.39% | 0.16 CHF | 0.18 CHF | 236'959 | 50'000 | 238'017 | 50'000 | 40'056 CHF | 9'337 CHF | 100.00% | 100.00% |
03.07.2024 | 14.35% | 0.18 CHF | 0.19 CHF | 234'315 | 50'000 | 100'785 | 33'561 | 16'636 CHF | 6'319 CHF | 99.81% | 99.81% |
02.07.2024 | 15.85% | 0.12 CHF | 0.14 CHF | 292'958 | 50'000 | 317'914 | 50'000 | 35'356 CHF | 6'523 CHF | 100.00% | 100.00% |