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 | 21.02% | 0.04 CHF | 0.05 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 25'544 CHF | 31'544 CHF | 99.54% | 99.54% |
12.07.2024 | 20.79% | 0.04 CHF | 0.05 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 21'553 CHF | 26'553 CHF | 99.44% | 99.50% |
11.07.2024 | 19.67% | 0.05 CHF | 0.06 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 22'925 CHF | 27'925 CHF | 99.49% | 99.49% |
10.07.2024 | 18.62% | 0.05 CHF | 0.06 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 24'363 CHF | 29'363 CHF | 99.50% | 99.50% |
09.07.2024 | 18.16% | 0.05 CHF | 0.06 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 25'054 CHF | 30'054 CHF | 99.55% | 99.55% |
08.07.2024 | 18.93% | 0.05 CHF | 0.06 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 23'915 CHF | 28'915 CHF | 99.55% | 99.55% |
05.07.2024 | 19.46% | 0.05 CHF | 0.06 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 23'206 CHF | 28'206 CHF | 99.02% | 99.02% |
04.07.2024 | 18.00% | 0.05 CHF | 0.06 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 22'748 CHF | 27'248 CHF | 99.52% | 99.58% |
03.07.2024 | 17.63% | 0.05 CHF | 0.06 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 20'713 CHF | 24'713 CHF | 99.58% | 99.58% |
02.07.2024 | 17.54% | 0.06 CHF | 0.07 CHF | 400'000 | 400'000 | 459'729 | 459'729 | 23'890 CHF | 28'487 CHF | 98.27% | 98.27% |