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 | 13.15% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 710'226 | 367'614 | 50'482 CHF | 29'807 CHF | 100.00% | 100.00% |
12.07.2024 | 12.68% | 0.08 CHF | 0.09 CHF | 725'000 | 375'000 | 683'869 | 354'761 | 50'532 CHF | 29'753 CHF | 98.40% | 98.40% |
11.07.2024 | 14.96% | 0.08 CHF | 0.09 CHF | 725'000 | 375'000 | 815'854 | 414'479 | 50'460 CHF | 29'796 CHF | 98.92% | 98.92% |
10.07.2024 | 16.23% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 896'586 | 456'058 | 50'761 CHF | 30'369 CHF | 99.77% | 99.77% |
09.07.2024 | 16.88% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 935'142 | 478'382 | 50'733 CHF | 30'745 CHF | 100.00% | 100.00% |
08.07.2024 | 16.51% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 916'307 | 468'940 | 50'935 CHF | 30'751 CHF | 98.99% | 98.99% |
05.07.2024 | 16.36% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 909'365 | 460'319 | 51'060 CHF | 30'445 CHF | 100.00% | 100.00% |
04.07.2024 | 17.00% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 942'325 | 479'827 | 50'722 CHF | 30'641 CHF | 98.16% | 98.16% |
03.07.2024 | 18.58% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 998'880 | 430'422 | 48'877 CHF | 25'563 CHF | 100.00% | 100.00% |
02.07.2024 | 19.17% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 367'137 | 47'293 CHF | 21'327 CHF | 100.00% | 100.00% |