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 | 2.33% | 0.40 CHF | 0.41 CHF | 300'000 | 100'000 | 264'074 | 88'025 | 111'769 CHF | 38'137 CHF | 99.17% | 99.17% |
12.07.2024 | 2.23% | 0.45 CHF | 0.46 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 99'649 CHF | 33'966 CHF | 99.17% | 99.17% |
11.07.2024 | 2.35% | 0.44 CHF | 0.45 CHF | 225'000 | 75'000 | 251'120 | 83'707 | 105'499 CHF | 36'003 CHF | 99.17% | 99.17% |
10.07.2024 | 2.30% | 0.44 CHF | 0.45 CHF | 225'000 | 75'000 | 228'110 | 76'037 | 98'163 CHF | 33'481 CHF | 99.16% | 99.16% |
09.07.2024 | 2.37% | 0.43 CHF | 0.44 CHF | 225'000 | 75'000 | 233'676 | 77'892 | 97'224 CHF | 33'187 CHF | 99.17% | 99.17% |
08.07.2024 | 2.57% | 0.42 CHF | 0.43 CHF | 225'000 | 75'000 | 284'583 | 94'861 | 109'438 CHF | 37'428 CHF | 99.16% | 99.16% |
05.07.2024 | 2.91% | 0.37 CHF | 0.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 101'925 CHF | 34'975 CHF | 98.84% | 98.84% |
04.07.2024 | 3.56% | 0.33 CHF | 0.34 CHF | 300'000 | 100'000 | 315'124 | 105'041 | 88'976 CHF | 30'709 CHF | 99.00% | 99.00% |
03.07.2024 | 8.45% | 0.11 CHF | 0.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 51'122 CHF | 18'541 CHF | 99.17% | 99.17% |
02.07.2024 | 10.19% | 0.11 CHF | 0.12 CHF | 450'000 | 150'000 | 534'656 | 178'219 | 49'669 CHF | 18'339 CHF | 99.16% | 99.16% |