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 | 4.09% | 0.23 CHF | 0.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 71'960 CHF | 24'987 CHF | 99.17% | 99.17% |
12.07.2024 | 3.84% | 0.26 CHF | 0.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 76'834 CHF | 26'611 CHF | 99.17% | 99.17% |
11.07.2024 | 4.04% | 0.26 CHF | 0.27 CHF | 300'000 | 100'000 | 313'435 | 104'478 | 75'850 CHF | 26'328 CHF | 99.17% | 99.17% |
10.07.2024 | 4.00% | 0.26 CHF | 0.27 CHF | 300'000 | 100'000 | 300'159 | 100'053 | 73'759 CHF | 25'587 CHF | 99.16% | 99.16% |
09.07.2024 | 4.15% | 0.24 CHF | 0.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 70'880 CHF | 24'627 CHF | 99.17% | 99.17% |
08.07.2024 | 4.58% | 0.24 CHF | 0.25 CHF | 300'000 | 100'000 | 387'972 | 129'324 | 82'283 CHF | 28'721 CHF | 99.15% | 99.15% |
05.07.2024 | 5.51% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 79'857 CHF | 28'119 CHF | 98.83% | 98.83% |
04.07.2024 | 7.55% | 0.17 CHF | 0.18 CHF | 450'000 | 150'000 | 476'561 | 158'854 | 64'496 CHF | 23'087 CHF | 99.00% | 99.00% |
03.07.2024 | 25.57% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 26'043 CHF | 11'181 CHF | 99.17% | 99.17% |
02.07.2024 | 28.60% | 0.04 CHF | 0.05 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 22'666 CHF | 10'055 CHF | 99.16% | 99.16% |