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 | 10.33% | 0.13 CHF | 0.14 CHF | 390'000 | 75'000 | 196'683 | 55'183 | 26'603 CHF | 8'282 CHF | 95.95% | 95.95% |
12.07.2024 | 14.70% | 0.14 CHF | 0.15 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 4'465 CHF | 5'171 CHF | 99.01% | 99.01% |
11.07.2024 | 7.91% | 0.12 CHF | 0.13 CHF | 420'000 | 75'000 | 415'646 | 75'000 | 50'444 CHF | 9'859 CHF | 97.97% | 97.97% |
10.07.2024 | 8.55% | 0.12 CHF | 0.13 CHF | 420'000 | 75'000 | 451'443 | 75'000 | 50'521 CHF | 9'160 CHF | 100.00% | 100.00% |
09.07.2024 | 8.72% | 0.11 CHF | 0.12 CHF | 460'000 | 75'000 | 461'273 | 75'000 | 50'564 CHF | 8'976 CHF | 94.27% | 94.27% |
08.07.2024 | 8.74% | 0.11 CHF | 0.12 CHF | 460'000 | 75'000 | 462'039 | 75'000 | 50'570 CHF | 8'962 CHF | 99.89% | 99.89% |
05.07.2024 | 8.18% | 0.12 CHF | 0.13 CHF | 420'000 | 75'000 | 430'560 | 75'000 | 50'453 CHF | 9'552 CHF | 98.77% | 98.77% |
04.07.2024 | 8.74% | 0.11 CHF | 0.12 CHF | 460'000 | 75'000 | 462'004 | 75'000 | 50'570 CHF | 8'962 CHF | 97.51% | 97.51% |
03.07.2024 | 10.65% | 0.10 CHF | 0.11 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 44'536 CHF | 7'430 CHF | 99.71% | 99.71% |
02.07.2024 | 11.67% | 0.09 CHF | 0.10 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 40'596 CHF | 6'839 CHF | 99.69% | 99.69% |