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 | 16.67% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 919'220 | 473'073 | 50'557 CHF | 30'750 CHF | 99.39% | 99.39% |
12.07.2024 | 17.14% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 935'361 | 478'454 | 49'942 CHF | 30'341 CHF | 99.08% | 99.08% |
11.07.2024 | 17.66% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 960'044 | 486'680 | 49'584 CHF | 30'015 CHF | 98.09% | 98.09% |
10.07.2024 | 16.83% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 927'233 | 472'586 | 50'465 CHF | 30'451 CHF | 95.49% | 95.49% |
09.07.2024 | 15.35% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 842'269 | 422'583 | 50'661 CHF | 29'644 CHF | 99.05% | 99.05% |
08.07.2024 | 15.79% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 869'050 | 441'352 | 50'697 CHF | 30'155 CHF | 99.22% | 99.22% |
05.07.2024 | 18.12% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 991'728 | 497'242 | 49'774 CHF | 29'930 CHF | 99.39% | 99.39% |
04.07.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 994'504 | 498'168 | 49'725 CHF | 29'890 CHF | 99.39% | 99.39% |
03.07.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 992'587 | 497'529 | 49'629 CHF | 29'852 CHF | 98.64% | 98.64% |
02.07.2024 | 18.86% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 993'577 | 403'181 | 47'822 CHF | 23'720 CHF | 99.05% | 99.05% |