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 | 28.68% | 0.03 CHF | 0.04 CHF | 800'000 | 250'000 | 800'000 | 250'000 | 24'556 CHF | 10'174 CHF | 99.38% | 99.38% |
12.07.2024 | 26.37% | 0.04 CHF | 0.05 CHF | 800'000 | 250'000 | 800'000 | 250'000 | 26'777 CHF | 10'868 CHF | 99.38% | 99.38% |
11.07.2024 | 19.32% | 0.04 CHF | 0.05 CHF | 800'000 | 250'000 | 800'000 | 250'000 | 37'930 CHF | 14'353 CHF | 99.37% | 99.37% |
10.07.2024 | 7.64% | 0.14 CHF | 0.15 CHF | 800'000 | 250'000 | 800'000 | 250'000 | 100'983 CHF | 34'057 CHF | 99.37% | 99.37% |
09.07.2024 | 8.03% | 0.13 CHF | 0.14 CHF | 800'000 | 250'000 | 800'000 | 250'000 | 95'716 CHF | 32'411 CHF | 99.37% | 99.37% |
08.07.2024 | 8.56% | 0.10 CHF | 0.11 CHF | 800'000 | 250'000 | 800'000 | 250'000 | 89'619 CHF | 30'506 CHF | 99.38% | 99.38% |
05.07.2024 | 9.11% | 0.10 CHF | 0.11 CHF | 800'000 | 250'000 | 800'000 | 250'000 | 83'985 CHF | 28'745 CHF | 99.38% | 99.38% |
04.07.2024 | 8.85% | 0.11 CHF | 0.12 CHF | 800'000 | 250'000 | 800'000 | 250'000 | 86'527 CHF | 29'540 CHF | 98.82% | 98.82% |
03.07.2024 | 9.38% | 0.11 CHF | 0.12 CHF | 800'000 | 250'000 | 800'000 | 250'000 | 81'384 CHF | 27'932 CHF | 99.38% | 99.38% |
02.07.2024 | 9.21% | 0.10 CHF | 0.11 CHF | 800'000 | 250'000 | 800'000 | 250'000 | 83'076 CHF | 28'461 CHF | 99.38% | 99.38% |