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 | 16.97% | 0.06 CHF | 0.07 CHF | 250'000 | 250'000 | 249'998 | 249'988 | 13'584 CHF | 16'084 CHF | 99.38% | 99.38% |
12.07.2024 | 13.81% | 0.06 CHF | 0.07 CHF | 250'000 | 250'000 | 250'000 | 249'980 | 16'915 CHF | 19'413 CHF | 99.38% | 99.38% |
11.07.2024 | 16.84% | 0.07 CHF | 0.08 CHF | 250'000 | 250'000 | 249'168 | 249'111 | 13'979 CHF | 16'467 CHF | 91.40% | 91.40% |
10.07.2024 | 6.27% | 0.16 CHF | 0.17 CHF | 150'000 | 150'000 | 177'301 | 177'301 | 27'288 CHF | 29'061 CHF | 99.37% | 99.37% |
09.07.2024 | 5.18% | 0.18 CHF | 0.19 CHF | 150'000 | 150'000 | 150'000 | 149'989 | 28'310 CHF | 29'807 CHF | 99.37% | 99.37% |
08.07.2024 | 4.39% | 0.21 CHF | 0.22 CHF | 150'000 | 150'000 | 150'000 | 149'992 | 33'519 CHF | 35'017 CHF | 99.38% | 99.38% |
05.07.2024 | 4.39% | 0.21 CHF | 0.22 CHF | 150'000 | 150'000 | 149'994 | 149'932 | 33'473 CHF | 34'959 CHF | 99.00% | 99.00% |
04.07.2024 | 4.21% | 0.22 CHF | 0.23 CHF | 150'000 | 150'000 | 196'457 | 149'892 | 46'421 CHF | 36'602 CHF | 91.02% | 91.02% |
03.07.2024 | 6.93% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 587'549 | 195'790 | 82'241 CHF | 29'363 CHF | 99.38% | 99.38% |
02.07.2024 | 9.60% | 0.10 CHF | 0.11 CHF | 600'000 | 200'000 | 713'754 | 237'918 | 70'791 CHF | 25'976 CHF | 99.38% | 99.38% |