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 | 14.26% | 0.07 CHF | 0.08 CHF | 3'000'000 | 3'000'000 | 2'385'350 | 2'385'350 | 159'274 CHF | 183'260 CHF | 98.75% | 98.75% |
12.07.2024 | 19.16% | 0.06 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 2'578'760 | 2'578'760 | 125'790 CHF | 151'660 CHF | 99.75% | 99.75% |
11.07.2024 | 12.55% | 0.08 CHF | 0.09 CHF | 3'000'000 | 3'000'000 | 2'010'390 | 2'010'390 | 155'892 CHF | 176'179 CHF | 100.00% | 100.00% |
10.07.2024 | 12.50% | 0.08 CHF | 0.09 CHF | 3'000'000 | 3'000'000 | 2'022'440 | 2'022'440 | 154'245 CHF | 174'544 CHF | 100.00% | 100.00% |
09.07.2024 | 14.36% | 0.07 CHF | 0.08 CHF | 3'000'000 | 3'000'000 | 2'247'100 | 2'247'100 | 149'207 CHF | 171'770 CHF | 99.14% | 99.14% |
08.07.2024 | 15.35% | 0.07 CHF | 0.08 CHF | 3'000'000 | 3'000'000 | 2'290'250 | 2'290'250 | 141'059 CHF | 164'043 CHF | 100.00% | 100.00% |
05.07.2024 | 14.76% | 0.07 CHF | 0.08 CHF | 3'000'000 | 3'000'000 | 2'363'040 | 2'363'040 | 150'541 CHF | 174'235 CHF | 99.29% | 99.29% |
04.07.2024 | 15.58% | 0.06 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 2'405'470 | 2'405'470 | 142'313 CHF | 166'368 CHF | 95.28% | 95.28% |
03.07.2024 | 17.54% | 0.06 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 2'489'070 | 2'489'070 | 132'441 CHF | 157'394 CHF | 96.24% | 96.24% |
02.07.2024 | 25.90% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 2'750'520 | 2'750'520 | 96'657 CHF | 124'300 CHF | 99.17% | 99.17% |