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 | 12.47% | 0.08 CHF | 0.09 CHF | 725'000 | 375'000 | 670'998 | 347'315 | 50'430 CHF | 29'576 CHF | 99.38% | 99.38% |
12.07.2024 | 12.05% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 645'733 | 333'335 | 50'373 CHF | 29'327 CHF | 99.04% | 99.04% |
11.07.2024 | 13.58% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 735'394 | 375'970 | 50'470 CHF | 29'558 CHF | 98.27% | 98.27% |
10.07.2024 | 16.02% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 879'092 | 437'156 | 50'483 CHF | 29'586 CHF | 95.47% | 95.47% |
09.07.2024 | 21.24% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'258 | 250'000 | 41'917 CHF | 13'053 CHF | 99.02% | 99.02% |
08.07.2024 | 20.70% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'890 | 250'000 | 43'143 CHF | 13'354 CHF | 99.22% | 99.22% |
05.07.2024 | 20.36% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 992'525 | 273'592 | 43'946 CHF | 14'977 CHF | 99.38% | 99.38% |
04.07.2024 | 22.33% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'590 | 250'000 | 39'638 CHF | 12'484 CHF | 99.39% | 99.39% |
03.07.2024 | 24.60% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'716 CHF | 11'429 CHF | 98.64% | 98.64% |
02.07.2024 | 24.86% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'256 CHF | 11'314 CHF | 99.04% | 99.04% |