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 | 18.92% | 0.05 CHF | 0.06 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 33'523 CHF | 40'523 CHF | 100.00% | 100.00% |
12.07.2024 | 18.59% | 0.05 CHF | 0.06 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 29'295 CHF | 35'295 CHF | 100.00% | 100.00% |
11.07.2024 | 17.23% | 0.05 CHF | 0.06 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 26'561 CHF | 31'561 CHF | 100.00% | 100.00% |
10.07.2024 | 15.49% | 0.06 CHF | 0.07 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 29'778 CHF | 34'778 CHF | 100.00% | 100.00% |
09.07.2024 | 15.67% | 0.06 CHF | 0.07 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 29'424 CHF | 34'424 CHF | 100.00% | 100.00% |
08.07.2024 | 15.69% | 0.06 CHF | 0.07 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 29'373 CHF | 34'373 CHF | 100.00% | 100.00% |
05.07.2024 | 16.37% | 0.06 CHF | 0.07 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 33'664 CHF | 39'664 CHF | 100.00% | 100.00% |
04.07.2024 | 15.92% | 0.06 CHF | 0.07 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 28'903 CHF | 33'903 CHF | 100.00% | 100.00% |
03.07.2024 | 15.44% | 0.06 CHF | 0.07 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 29'892 CHF | 34'892 CHF | 100.00% | 100.00% |
02.07.2024 | 13.95% | 0.07 CHF | 0.08 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 30'014 CHF | 34'514 CHF | 100.00% | 100.00% |