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 | 8.49% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 85'207 CHF | 30'902 CHF | 99.38% | 99.38% |
12.07.2024 | 8.19% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 88'312 CHF | 31'937 CHF | 99.38% | 99.38% |
11.07.2024 | 6.51% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 249'977 | 112'475 CHF | 39'988 CHF | 99.37% | 99.37% |
10.07.2024 | 3.00% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 615'600 | 205'200 | 202'448 CHF | 69'535 CHF | 99.36% | 99.36% |
09.07.2024 | 3.13% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 653'786 | 217'929 | 205'439 CHF | 70'659 CHF | 99.37% | 99.37% |
08.07.2024 | 3.32% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 222'652 CHF | 76'717 CHF | 99.38% | 99.38% |
05.07.2024 | 3.52% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 209'191 CHF | 72'230 CHF | 99.38% | 99.38% |
04.07.2024 | 3.48% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 211'594 CHF | 73'031 CHF | 98.82% | 98.82% |
03.07.2024 | 3.61% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 203'937 CHF | 70'479 CHF | 99.38% | 99.38% |
02.07.2024 | 3.81% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 193'363 CHF | 66'954 CHF | 99.38% | 99.38% |