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 | 10.45% | 0.13 CHF | 0.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 8'977 CHF | 9'948 CHF | 99.43% | 99.43% |
12.07.2024 | 14.69% | 0.19 CHF | 0.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'508 CHF | 5'219 CHF | 99.01% | 99.01% |
11.07.2024 | 14.06% | 0.20 CHF | 0.23 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'776 CHF | 5'497 CHF | 99.09% | 99.09% |
10.07.2024 | 19.15% | 0.15 CHF | 0.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'482 CHF | 4'201 CHF | 99.81% | 99.81% |
09.07.2024 | 14.41% | 0.17 CHF | 0.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'651 CHF | 5'371 CHF | 100.00% | 100.00% |
08.07.2024 | 7.30% | 0.19 CHF | 0.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'375 CHF | 12'234 CHF | 99.86% | 99.86% |
05.07.2024 | 7.84% | 0.23 CHF | 0.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'399 CHF | 12'327 CHF | 98.86% | 98.86% |
04.07.2024 | 6.95% | 0.24 CHF | 0.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'857 CHF | 12'710 CHF | 100.00% | 100.00% |
03.07.2024 | 10.62% | 0.25 CHF | 0.26 CHF | 50'000 | 50'000 | 33'561 | 33'561 | 7'530 CHF | 8'319 CHF | 99.81% | 99.81% |
02.07.2024 | 16.27% | 0.13 CHF | 0.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 5'209 CHF | 6'122 CHF | 100.00% | 100.00% |