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 | 8.76% | 0.10 CHF | 0.11 CHF | 600'000 | 200'000 | 501'755 | 167'252 | 54'656 CHF | 19'891 CHF | 99.16% | 99.16% |
12.07.2024 | 7.95% | 0.13 CHF | 0.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 54'571 CHF | 19'690 CHF | 99.17% | 99.17% |
11.07.2024 | 8.28% | 0.13 CHF | 0.14 CHF | 450'000 | 150'000 | 477'429 | 159'143 | 55'149 CHF | 19'975 CHF | 99.17% | 99.17% |
10.07.2024 | 8.39% | 0.13 CHF | 0.14 CHF | 450'000 | 150'000 | 476'077 | 158'692 | 54'359 CHF | 19'707 CHF | 99.16% | 99.16% |
09.07.2024 | 8.86% | 0.11 CHF | 0.12 CHF | 450'000 | 150'000 | 521'674 | 173'891 | 56'136 CHF | 20'451 CHF | 99.17% | 99.17% |
08.07.2024 | 10.01% | 0.11 CHF | 0.12 CHF | 450'000 | 150'000 | 590'025 | 196'675 | 56'629 CHF | 20'843 CHF | 99.16% | 99.16% |
05.07.2024 | 12.89% | 0.08 CHF | 0.09 CHF | 600'000 | 200'000 | 630'638 | 210'213 | 46'014 CHF | 17'440 CHF | 98.83% | 98.83% |
04.07.2024 | 20.63% | 0.07 CHF | 0.08 CHF | 600'000 | 200'000 | 719'928 | 239'976 | 36'019 CHF | 14'406 CHF | 99.00% | 99.00% |
03.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 CHF | 5'000 CHF | 99.17% | 99.17% |
02.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 CHF | 5'000 CHF | 99.16% | 99.16% |