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 | 12.35% | 0.12 CHF | 0.14 CHF | 363'130 | 50'000 | 335'017 | 50'000 | 46'583 CHF | 7'881 CHF | 99.72% | 99.72% |
12.07.2024 | 18.79% | 0.14 CHF | 0.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'426 CHF | 4'136 CHF | 99.01% | 99.01% |
11.07.2024 | 18.01% | 0.15 CHF | 0.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'553 CHF | 4'255 CHF | 99.09% | 99.09% |
10.07.2024 | 20.46% | 0.13 CHF | 0.16 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'142 CHF | 3'857 CHF | 99.81% | 99.81% |
09.07.2024 | 17.51% | 0.14 CHF | 0.16 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'608 CHF | 4'299 CHF | 100.00% | 100.00% |
08.07.2024 | 10.96% | 0.15 CHF | 0.17 CHF | 321'456 | 50'000 | 308'050 | 50'000 | 49'603 CHF | 8'992 CHF | 63.18% | 63.18% |
05.07.2024 | 10.70% | 0.16 CHF | 0.17 CHF | 323'279 | 50'000 | 303'075 | 50'000 | 49'903 CHF | 9'167 CHF | 75.12% | 75.12% |
04.07.2024 | 10.21% | 0.17 CHF | 0.18 CHF | 307'599 | 50'000 | 293'243 | 50'000 | 50'769 CHF | 9'595 CHF | 66.54% | 66.54% |
03.07.2024 | 14.02% | 0.18 CHF | 0.20 CHF | 280'000 | 50'000 | 89'646 | 31'103 | 15'571 CHF | 6'098 CHF | 86.83% | 86.83% |
02.07.2024 | 11.94% | 0.14 CHF | 0.15 CHF | 384'363 | 50'000 | 382'573 | 50'000 | 48'956 CHF | 7'213 CHF | 93.36% | 93.36% |