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 | 5.68% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 307'370 | 307'371 | 52'638 CHF | 55'712 CHF | 100.00% | 100.00% |
12.07.2024 | 6.69% | 0.15 CHF | 0.16 CHF | 375'000 | 375'000 | 361'511 | 361'509 | 52'298 CHF | 55'913 CHF | 98.41% | 98.41% |
11.07.2024 | 19.65% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 975'007 | 325'002 | 45'146 CHF | 18'883 CHF | 99.25% | 99.25% |
10.07.2024 | 20.53% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 253'653 | 43'849 CHF | 13'672 CHF | 99.76% | 99.76% |
09.07.2024 | 18.28% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 998'898 | 486'620 | 49'677 CHF | 29'116 CHF | 100.00% | 100.00% |
08.07.2024 | 17.90% | 0.05 CHF | 0.06 CHF | 925'000 | 475'000 | 945'289 | 412'336 | 48'145 CHF | 25'530 CHF | 98.98% | 98.98% |
05.07.2024 | 14.71% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 806'844 | 409'854 | 50'812 CHF | 29'927 CHF | 100.00% | 100.00% |
04.07.2024 | 16.62% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 920'870 | 473'623 | 50'814 CHF | 30'872 CHF | 98.16% | 98.16% |
03.07.2024 | 17.26% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 951'349 | 476'356 | 50'380 CHF | 30'016 CHF | 100.00% | 100.00% |
02.07.2024 | 15.07% | 0.06 CHF | 0.07 CHF | 775'000 | 400'000 | 822'741 | 416'467 | 50'501 CHF | 29'738 CHF | 100.00% | 100.00% |