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 | 16.04% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 890'672 | 452'114 | 51'107 CHF | 30'453 CHF | 100.00% | 100.00% |
12.07.2024 | 15.31% | 0.07 CHF | 0.08 CHF | 850'000 | 425'000 | 846'841 | 423'947 | 51'093 CHF | 29'819 CHF | 99.97% | 99.97% |
11.07.2024 | 15.37% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 837'059 | 423'101 | 50'292 CHF | 29'650 CHF | 97.83% | 97.83% |
10.07.2024 | 16.80% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 931'302 | 473'854 | 50'800 CHF | 30'591 CHF | 96.17% | 96.17% |
09.07.2024 | 17.76% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 969'029 | 473'600 | 49'794 CHF | 29'173 CHF | 99.64% | 99.64% |
08.07.2024 | 14.61% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 796'329 | 406'498 | 50'540 CHF | 29'880 CHF | 100.00% | 100.00% |
05.07.2024 | 14.58% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 798'019 | 407'680 | 50'719 CHF | 30'003 CHF | 100.00% | 100.00% |
04.07.2024 | 13.45% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 733'456 | 378'983 | 50'866 CHF | 30'074 CHF | 100.00% | 100.00% |
03.07.2024 | 15.28% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 841'351 | 422'904 | 50'872 CHF | 29'806 CHF | 99.32% | 99.32% |
02.07.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |