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 | 16.85% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 933'275 | 477'758 | 50'727 CHF | 30'752 CHF | 100.00% | 100.00% |
12.07.2024 | 16.64% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 916'212 | 471'488 | 50'502 CHF | 30'703 CHF | 99.77% | 99.77% |
11.07.2024 | 16.24% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 899'811 | 458'207 | 50'922 CHF | 30'500 CHF | 100.00% | 100.00% |
10.07.2024 | 14.86% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 813'489 | 412'830 | 50'654 CHF | 29'850 CHF | 94.69% | 94.69% |
09.07.2024 | 14.29% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 774'938 | 399'969 | 50'371 CHF | 29'998 CHF | 99.67% | 99.67% |
08.07.2024 | 13.25% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 719'935 | 372'468 | 50'724 CHF | 29'968 CHF | 100.00% | 100.00% |
05.07.2024 | 13.35% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 726'038 | 375'519 | 50'750 CHF | 30'004 CHF | 100.00% | 100.00% |
04.07.2024 | 13.32% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 724'227 | 374'614 | 50'746 CHF | 29'995 CHF | 100.00% | 100.00% |
03.07.2024 | 12.44% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 670'367 | 347'683 | 50'535 CHF | 29'687 CHF | 99.31% | 99.31% |
02.07.2024 | 11.22% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 604'178 | 304'178 | 50'821 CHF | 28'620 CHF | 99.62% | 99.62% |