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 | 9.51% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 150'340 CHF | 165'340 CHF | 100.00% | 100.00% |
12.07.2024 | 9.54% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 149'692 CHF | 164'692 CHF | 100.00% | 100.00% |
11.07.2024 | 8.80% | 0.06 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 163'580 CHF | 178'580 CHF | 99.99% | 99.99% |
10.07.2024 | 9.16% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 156'563 CHF | 171'563 CHF | 100.00% | 100.00% |
09.07.2024 | 8.94% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 160'625 CHF | 175'625 CHF | 100.00% | 100.00% |
08.07.2024 | 8.92% | 0.06 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 160'944 CHF | 175'944 CHF | 100.00% | 100.00% |
05.07.2024 | 9.44% | 0.06 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 151'476 CHF | 166'476 CHF | 100.00% | 100.00% |
04.07.2024 | 10.36% | 0.05 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 137'548 CHF | 152'548 CHF | 100.00% | 100.00% |
03.07.2024 | 10.26% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 139'016 CHF | 154'016 CHF | 100.00% | 100.00% |
02.07.2024 | 11.75% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 120'142 CHF | 135'142 CHF | 99.99% | 99.99% |