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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 9.58% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 149'198 CHF | 164'198 CHF | 99.96% | 99.96% |
24.07.2024 | 8.41% | 0.06 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 171'089 CHF | 186'089 CHF | 99.82% | 99.82% |
23.07.2024 | 7.75% | 0.06 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 186'254 CHF | 201'254 CHF | 100.00% | 100.00% |
22.07.2024 | 7.79% | 0.07 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 185'440 CHF | 200'440 CHF | 100.00% | 100.00% |
19.07.2024 | 8.38% | 0.06 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 171'813 CHF | 186'813 CHF | 100.00% | 100.00% |
18.07.2024 | 7.68% | 0.06 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 187'995 CHF | 202'995 CHF | 100.00% | 100.00% |
17.07.2024 | 7.57% | 0.07 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 2'988'970 | 2'988'970 | 191'589 CHF | 206'589 CHF | 100.00% | 100.00% |
16.07.2024 | 8.00% | 0.06 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 2'999'330 | 2'999'330 | 179'960 CHF | 194'960 CHF | 100.00% | 100.00% |
15.07.2024 | 7.02% | 0.07 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 206'453 CHF | 221'453 CHF | 100.00% | 100.00% |
12.07.2024 | 7.28% | 0.07 CHF | 0.08 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 198'599 CHF | 213'599 CHF | 100.00% | 100.00% |