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 | 15.57% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 859'273 | 431'959 | 50'892 CHF | 29'897 CHF | 100.00% | 100.00% |
12.07.2024 | 15.88% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 872'293 | 442'140 | 50'591 CHF | 30'047 CHF | 99.68% | 99.68% |
11.07.2024 | 16.58% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 921'254 | 472'236 | 50'987 CHF | 30'856 CHF | 99.17% | 99.17% |
10.07.2024 | 17.89% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 984'640 | 487'842 | 50'166 CHF | 29'779 CHF | 96.06% | 96.06% |
09.07.2024 | 18.93% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 999'817 | 413'752 | 47'953 CHF | 24'203 CHF | 99.67% | 99.67% |
08.07.2024 | 14.39% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 786'741 | 402'218 | 50'699 CHF | 29'967 CHF | 99.84% | 99.84% |
05.07.2024 | 13.53% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 738'844 | 381'922 | 50'918 CHF | 30'140 CHF | 100.00% | 100.00% |
04.07.2024 | 13.05% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 708'371 | 366'685 | 50'745 CHF | 29'937 CHF | 100.00% | 100.00% |
03.07.2024 | 15.88% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 879'181 | 440'619 | 50'950 CHF | 29'946 CHF | 99.23% | 99.23% |
02.07.2024 | 18.93% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 999'806 | 399'478 | 47'923 CHF | 23'400 CHF | 99.66% | 99.66% |