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 | 13.32% | 0.07 CHF | 0.08 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 63'057 CHF | 24'019 CHF | 99.56% | 99.56% |
12.07.2024 | 13.44% | 0.08 CHF | 0.09 CHF | 900'000 | 300'000 | 905'714 | 305'714 | 63'139 CHF | 24'332 CHF | 97.76% | 97.76% |
11.07.2024 | 16.63% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 999'372 | 399'372 | 55'509 CHF | 26'175 CHF | 99.43% | 99.43% |
10.07.2024 | 18.30% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 49'706 CHF | 23'883 CHF | 94.58% | 94.58% |
09.07.2024 | 15.81% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 999'584 | 399'584 | 58'453 CHF | 27'362 CHF | 99.14% | 99.14% |
08.07.2024 | 13.83% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 916'440 | 316'440 | 61'851 CHF | 24'427 CHF | 98.87% | 98.87% |
05.07.2024 | 14.00% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 916'679 | 316'679 | 61'070 CHF | 24'191 CHF | 99.53% | 99.53% |
04.07.2024 | 13.36% | 0.07 CHF | 0.08 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 62'881 CHF | 23'960 CHF | 99.58% | 99.58% |
03.07.2024 | 14.94% | 0.07 CHF | 0.08 CHF | 900'000 | 300'000 | 903'821 | 303'821 | 56'194 CHF | 21'922 CHF | 99.51% | 99.51% |
02.07.2024 | 14.15% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 908'406 | 308'406 | 59'917 CHF | 23'393 CHF | 99.58% | 99.58% |