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 | 4.45% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 165'130 CHF | 57'543 CHF | 97.83% | 97.83% |
12.07.2024 | 5.76% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 151'992 CHF | 53'664 CHF | 99.03% | 99.03% |
11.07.2024 | 7.59% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 983'918 | 383'918 | 125'373 CHF | 52'504 CHF | 97.24% | 97.24% |
10.07.2024 | 7.98% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 120'297 CHF | 52'119 CHF | 89.36% | 89.36% |
09.07.2024 | 7.67% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 125'503 CHF | 54'201 CHF | 99.35% | 99.35% |
08.07.2024 | 7.84% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 122'705 CHF | 53'082 CHF | 97.53% | 97.53% |
05.07.2024 | 7.37% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 130'804 CHF | 56'322 CHF | 96.91% | 96.91% |
04.07.2024 | 7.41% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 130'000 CHF | 56'000 CHF | 99.36% | 99.36% |
03.07.2024 | 6.99% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 138'251 CHF | 59'301 CHF | 97.83% | 97.83% |
02.07.2024 | 7.32% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 131'636 CHF | 56'655 CHF | 94.56% | 94.56% |