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 | 16.77% | 0.06 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 1'580'980 | 1'580'980 | 88'996 CHF | 104'839 CHF | 99.97% | 99.97% |
12.07.2024 | 15.89% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 1'603'930 | 1'603'930 | 93'369 CHF | 109'440 CHF | 100.00% | 100.00% |
11.07.2024 | 17.01% | 0.06 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 1'632'660 | 1'632'660 | 90'528 CHF | 106'964 CHF | 99.99% | 99.99% |
10.07.2024 | 15.09% | 0.06 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 1'481'730 | 1'481'730 | 90'530 CHF | 105'400 CHF | 100.00% | 100.00% |
09.07.2024 | 15.14% | 0.07 CHF | 0.08 CHF | 3'000'000 | 3'000'000 | 1'511'790 | 1'511'790 | 95'735 CHF | 110'898 CHF | 99.74% | 99.74% |
08.07.2024 | 13.45% | 0.07 CHF | 0.08 CHF | 3'000'000 | 3'000'000 | 1'373'130 | 1'373'130 | 96'493 CHF | 110'251 CHF | 100.00% | 100.00% |
05.07.2024 | 10.92% | 0.08 CHF | 0.09 CHF | 2'574'000 | 2'574'000 | 1'153'930 | 1'153'930 | 98'447 CHF | 110'024 CHF | 99.38% | 99.38% |
04.07.2024 | 10.28% | 0.10 CHF | 0.11 CHF | 942'500 | 942'500 | 800'573 | 800'573 | 73'804 CHF | 81'810 CHF | 97.60% | 97.60% |
03.07.2024 | 10.36% | 0.10 CHF | 0.11 CHF | 2'728'300 | 2'728'300 | 1'184'910 | 1'184'910 | 111'138 CHF | 123'005 CHF | 99.03% | 99.03% |
02.07.2024 | 8.58% | 0.11 CHF | 0.12 CHF | 2'244'500 | 2'244'500 | 976'694 | 976'694 | 109'603 CHF | 119'386 CHF | 100.00% | 100.00% |