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 | 21.94% | 0.07 CHF | 0.09 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 39'171 CHF | 4'878 CHF | 99.72% | 99.72% |
12.07.2024 | 31.09% | 0.08 CHF | 0.11 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'884 CHF | 2'574 CHF | 99.01% | 99.01% |
11.07.2024 | 30.89% | 0.08 CHF | 0.11 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'998 CHF | 2'729 CHF | 99.09% | 99.09% |
10.07.2024 | 35.52% | 0.07 CHF | 0.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'677 CHF | 2'395 CHF | 99.81% | 99.81% |
09.07.2024 | 30.33% | 0.07 CHF | 0.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'996 CHF | 2'711 CHF | 100.00% | 100.00% |
08.07.2024 | 17.68% | 0.08 CHF | 0.10 CHF | 500'000 | 50'000 | 499'629 | 50'000 | 45'673 CHF | 5'455 CHF | 94.79% | 94.79% |
05.07.2024 | 16.41% | 0.09 CHF | 0.11 CHF | 500'000 | 50'000 | 494'572 | 50'000 | 48'978 CHF | 5'840 CHF | 98.50% | 98.50% |
04.07.2024 | 13.52% | 0.11 CHF | 0.12 CHF | 484'260 | 50'000 | 463'365 | 50'000 | 50'169 CHF | 6'203 CHF | 53.42% | 53.42% |
03.07.2024 | 22.27% | 0.11 CHF | 0.13 CHF | 460'000 | 50'000 | 170'044 | 32'926 | 17'625 CHF | 4'155 CHF | 96.10% | 96.10% |
02.07.2024 | 17.25% | 0.08 CHF | 0.10 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 39'270 CHF | 4'668 CHF | 100.00% | 100.00% |