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 | 12.60% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 679'969 | 352'484 | 50'589 CHF | 29'750 CHF | 100.00% | 100.00% |
12.07.2024 | 12.29% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 662'573 | 343'545 | 50'578 CHF | 29'660 CHF | 99.68% | 99.68% |
11.07.2024 | 11.98% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 647'013 | 332'074 | 50'767 CHF | 29'355 CHF | 99.35% | 99.35% |
10.07.2024 | 14.27% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 777'436 | 399'059 | 50'598 CHF | 29'974 CHF | 96.10% | 96.10% |
09.07.2024 | 17.25% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 951'746 | 482'609 | 50'449 CHF | 30'419 CHF | 99.64% | 99.64% |
08.07.2024 | 17.51% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 959'314 | 462'406 | 50'076 CHF | 28'926 CHF | 99.84% | 99.84% |
05.07.2024 | 25.74% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'109 CHF | 11'027 CHF | 100.00% | 100.00% |
04.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'000 CHF | 8'750 CHF | 100.00% | 100.00% |
03.07.2024 | 29.68% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 28'888 CHF | 9'722 CHF | 99.25% | 99.25% |
02.07.2024 | 26.22% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 33'286 CHF | 10'822 CHF | 99.67% | 99.67% |