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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 15.24% | 0.06 CHF | 0.07 CHF | 775'000 | 400'000 | 833'941 | 422'176 | 50'538 CHF | 29'812 CHF | 99.92% | 99.92% |
24.07.2024 | 12.94% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 699'148 | 361'826 | 50'546 CHF | 29'779 CHF | 100.00% | 100.00% |
23.07.2024 | 16.62% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 889'832 | 403'529 | 49'298 CHF | 26'944 CHF | 100.00% | 100.00% |
22.07.2024 | 17.50% | 0.07 CHF | 0.08 CHF | 850'000 | 425'000 | 935'343 | 384'642 | 49'106 CHF | 24'671 CHF | 100.00% | 100.00% |
19.07.2024 | 22.81% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 38'945 CHF | 12'236 CHF | 99.47% | 99.47% |
18.07.2024 | 21.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 255'342 | 42'359 CHF | 13'398 CHF | 97.66% | 97.66% |
17.07.2024 | 21.83% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'465 | 252'625 | 40'590 CHF | 12'870 CHF | 99.77% | 99.77% |
16.07.2024 | 19.22% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 357'992 | 47'147 CHF | 20'697 CHF | 100.00% | 100.00% |
15.07.2024 | 20.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 255'176 | 44'518 CHF | 13'933 CHF | 100.00% | 100.00% |
12.07.2024 | 20.98% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 986'556 | 250'000 | 42'254 CHF | 13'205 CHF | 97.74% | 97.74% |