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 | 16.22% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 896'567 | 456'045 | 50'787 CHF | 30'380 CHF | 99.39% | 99.39% |
12.07.2024 | 16.15% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 889'166 | 451'111 | 50'631 CHF | 30'188 CHF | 99.04% | 99.04% |
11.07.2024 | 17.38% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 950'128 | 477'424 | 49'954 CHF | 29'877 CHF | 98.81% | 98.81% |
10.07.2024 | 19.80% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 992'957 | 330'388 | 45'424 CHF | 18'737 CHF | 95.48% | 95.48% |
09.07.2024 | 23.46% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'257 | 250'000 | 37'494 CHF | 11'941 CHF | 99.04% | 99.04% |
08.07.2024 | 23.60% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'887 | 250'000 | 37'268 CHF | 11'878 CHF | 99.22% | 99.22% |
05.07.2024 | 22.30% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'525 | 250'000 | 39'577 CHF | 12'469 CHF | 99.38% | 99.38% |
04.07.2024 | 24.74% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'640 | 250'000 | 35'213 CHF | 11'368 CHF | 99.39% | 99.39% |
03.07.2024 | 24.98% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'028 CHF | 11'257 CHF | 98.62% | 98.62% |
02.07.2024 | 25.34% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'525 CHF | 11'131 CHF | 99.05% | 99.05% |