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 | 11.09% | 0.09 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 1'922'330 | 1'922'330 | 172'328 CHF | 191'673 CHF | 1.55% | 99.97% |
12.07.2024 | 10.69% | 0.09 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 1'183'030 | 1'183'030 | 107'007 CHF | 118'855 CHF | 100.00% | 100.00% |
11.07.2024 | 11.86% | 0.09 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 1'255'800 | 1'255'800 | 105'341 CHF | 117'965 CHF | 100.00% | 100.00% |
10.07.2024 | 12.57% | 0.08 CHF | 0.09 CHF | 3'000'000 | 3'000'000 | 1'271'230 | 1'271'230 | 98'382 CHF | 111'114 CHF | 100.00% | 100.00% |
09.07.2024 | 12.72% | 0.08 CHF | 0.09 CHF | 3'000'000 | 3'000'000 | 1'271'530 | 1'271'530 | 95'365 CHF | 108'100 CHF | 100.00% | 100.00% |
08.07.2024 | 12.70% | 0.08 CHF | 0.09 CHF | 3'000'000 | 3'000'000 | 1'294'960 | 1'294'960 | 97'544 CHF | 110'514 CHF | 100.00% | 100.00% |
05.07.2024 | 12.15% | 0.08 CHF | 0.09 CHF | 3'000'000 | 3'000'000 | 1'256'380 | 1'256'380 | 97'203 CHF | 109'787 CHF | 99.81% | 99.81% |
04.07.2024 | 16.00% | 0.08 CHF | 0.11 CHF | 471'450 | 471'450 | 720'049 | 720'049 | 57'604 CHF | 66'830 CHF | 99.49% | 99.49% |
03.07.2024 | 11.97% | 0.08 CHF | 0.09 CHF | 3'000'000 | 3'000'000 | 1'250'040 | 1'250'040 | 100'003 CHF | 112'523 CHF | 100.00% | 100.00% |
02.07.2024 | 11.37% | 0.08 CHF | 0.09 CHF | 3'000'000 | 3'000'000 | 1'243'460 | 1'243'460 | 104'203 CHF | 116'656 CHF | 100.00% | 100.00% |