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 | 14.02% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 760'749 | 392'227 | 50'458 CHF | 29'943 CHF | 100.00% | 100.00% |
12.07.2024 | 14.00% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 754'601 | 390'553 | 50'151 CHF | 29'862 CHF | 98.97% | 98.97% |
11.07.2024 | 14.34% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 780'147 | 400'425 | 50'528 CHF | 29'949 CHF | 99.98% | 99.98% |
10.07.2024 | 15.31% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 843'959 | 419'846 | 50'912 CHF | 29'550 CHF | 99.84% | 99.84% |
09.07.2024 | 18.94% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 393'036 | 47'910 CHF | 23'052 CHF | 100.00% | 100.00% |
08.07.2024 | 20.13% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 44'700 CHF | 13'675 CHF | 100.00% | 100.00% |
05.07.2024 | 20.31% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 44'297 CHF | 13'574 CHF | 100.00% | 100.00% |
04.07.2024 | 22.08% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'312 CHF | 12'578 CHF | 100.00% | 100.00% |
03.07.2024 | 23.02% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 38'558 CHF | 12'140 CHF | 99.51% | 99.51% |
02.07.2024 | 23.97% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 36'849 CHF | 11'712 CHF | 100.00% | 100.00% |