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 | 15.24% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 837'883 | 425'383 | 50'767 CHF | 30'034 CHF | 100.00% | 100.00% |
12.07.2024 | 14.70% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 793'411 | 406'582 | 50'010 CHF | 29'706 CHF | 97.74% | 97.74% |
11.07.2024 | 16.68% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 924'287 | 468'691 | 50'789 CHF | 30'443 CHF | 99.44% | 99.44% |
10.07.2024 | 18.19% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'970 CHF | 29'985 CHF | 99.77% | 99.77% |
09.07.2024 | 17.39% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 958'333 | 486'111 | 50'340 CHF | 30'412 CHF | 100.00% | 100.00% |
08.07.2024 | 15.86% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 868'791 | 440'770 | 50'418 CHF | 29'976 CHF | 98.98% | 98.98% |
05.07.2024 | 15.09% | 0.07 CHF | 0.08 CHF | 850'000 | 425'000 | 834'392 | 419'799 | 51'132 CHF | 29'932 CHF | 100.00% | 100.00% |
04.07.2024 | 14.75% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 802'427 | 409'265 | 50'358 CHF | 29'797 CHF | 98.17% | 98.17% |
03.07.2024 | 16.54% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 920'823 | 472'219 | 51'081 CHF | 30'916 CHF | 100.00% | 100.00% |
02.07.2024 | 15.75% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 871'091 | 439'058 | 50'961 CHF | 30'065 CHF | 100.00% | 100.00% |