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 | 11.68% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 120'997 CHF | 135'997 CHF | 100.00% | 100.00% |
12.07.2024 | 11.76% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 120'000 CHF | 135'000 CHF | 100.00% | 100.00% |
11.07.2024 | 10.63% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 133'786 CHF | 148'786 CHF | 100.00% | 100.00% |
10.07.2024 | 10.38% | 0.05 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 137'181 CHF | 152'181 CHF | 100.00% | 100.00% |
09.07.2024 | 10.35% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 2'996'690 | 2'996'690 | 137'865 CHF | 152'865 CHF | 100.00% | 100.00% |
08.07.2024 | 11.69% | 0.05 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 120'941 CHF | 135'941 CHF | 100.00% | 100.00% |
05.07.2024 | 11.76% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 120'000 CHF | 135'000 CHF | 99.64% | 99.64% |
04.07.2024 | 11.76% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 120'000 CHF | 135'000 CHF | 99.27% | 99.27% |
03.07.2024 | 10.97% | 0.05 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 129'680 CHF | 144'680 CHF | 100.00% | 100.00% |
02.07.2024 | 9.54% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 149'822 CHF | 164'822 CHF | 100.00% | 100.00% |