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 | 27.44% | 0.04 CHF | 0.06 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 10'953 CHF | 4'785 CHF | 98.73% | 98.73% |
12.07.2024 | 47.32% | 0.05 CHF | 0.08 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 1'650 CHF | 2'673 CHF | 99.38% | 99.38% |
11.07.2024 | 35.18% | 0.05 CHF | 0.07 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 2'387 CHF | 3'386 CHF | 99.16% | 99.16% |
10.07.2024 | 8.04% | 0.20 CHF | 0.22 CHF | 250'000 | 75'000 | 278'767 | 75'000 | 50'120 CHF | 14'635 CHF | 16.29% | 16.29% |
09.07.2024 | 10.70% | 0.17 CHF | 0.19 CHF | 280'000 | 75'000 | 285'485 | 75'000 | 48'733 CHF | 14'250 CHF | 19.63% | 19.63% |
08.07.2024 | 8.61% | 0.15 CHF | 0.17 CHF | 311'763 | 75'000 | 301'197 | 75'000 | 49'291 CHF | 13'387 CHF | 89.34% | 89.34% |
05.07.2024 | 10.30% | 0.15 CHF | 0.16 CHF | 328'073 | 75'000 | 320'232 | 75'000 | 48'216 CHF | 12'523 CHF | 98.23% | 98.23% |
04.07.2024 | 10.36% | 0.15 CHF | 0.17 CHF | 320'682 | 75'000 | 320'167 | 75'000 | 48'768 CHF | 12'681 CHF | 99.06% | 99.06% |
03.07.2024 | 12.40% | 0.15 CHF | 0.16 CHF | 341'420 | 75'000 | 335'160 | 75'000 | 47'294 CHF | 11'980 CHF | 52.86% | 52.86% |
02.07.2024 | 12.66% | 0.14 CHF | 0.16 CHF | 341'846 | 75'000 | 371'188 | 75'000 | 46'221 CHF | 10'602 CHF | 80.13% | 80.13% |