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 | 4.50% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 97'839 CHF | 34'113 CHF | 99.17% | 99.17% |
12.07.2024 | 4.12% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 107'049 CHF | 37'183 CHF | 99.17% | 99.17% |
11.07.2024 | 4.40% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 100'174 CHF | 34'891 CHF | 99.17% | 99.17% |
10.07.2024 | 4.19% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 105'201 CHF | 36'567 CHF | 99.17% | 99.17% |
09.07.2024 | 4.35% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 101'344 CHF | 35'281 CHF | 99.17% | 99.17% |
08.07.2024 | 4.74% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'203 | 150'068 | 93'271 CHF | 32'591 CHF | 99.16% | 99.16% |
05.07.2024 | 5.45% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 474'990 | 158'330 | 84'659 CHF | 29'803 CHF | 98.83% | 98.83% |
04.07.2024 | 6.72% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 557'645 | 185'882 | 80'959 CHF | 28'845 CHF | 99.00% | 99.00% |
03.07.2024 | 13.72% | 0.06 CHF | 0.07 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 51'093 CHF | 19'531 CHF | 99.17% | 99.17% |
02.07.2024 | 15.41% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 45'155 CHF | 17'552 CHF | 99.16% | 99.16% |