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 | 10.92% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 130'268 CHF | 145'268 CHF | 100.00% | 100.00% |
12.07.2024 | 10.53% | 0.05 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 135'000 CHF | 150'000 CHF | 100.00% | 100.00% |
11.07.2024 | 9.91% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 144'349 CHF | 159'349 CHF | 100.00% | 100.00% |
10.07.2024 | 9.53% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 149'858 CHF | 164'858 CHF | 100.00% | 100.00% |
09.07.2024 | 9.53% | 0.06 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 2'996'620 | 2'996'620 | 150'018 CHF | 165'018 CHF | 100.00% | 100.00% |
08.07.2024 | 9.52% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 150'000 CHF | 165'000 CHF | 100.00% | 100.00% |
05.07.2024 | 9.53% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 149'869 CHF | 164'869 CHF | 100.00% | 100.00% |
04.07.2024 | 9.48% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 150'772 CHF | 165'772 CHF | 100.00% | 100.00% |
03.07.2024 | 8.84% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 162'399 CHF | 177'399 CHF | 100.00% | 100.00% |
02.07.2024 | 8.10% | 0.06 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 177'868 CHF | 192'868 CHF | 100.00% | 100.00% |