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 | 10.49% | 0.13 CHF | 0.15 CHF | 390'000 | 75'000 | 355'543 | 75'000 | 50'753 CHF | 11'933 CHF | 98.73% | 98.73% |
12.07.2024 | 17.20% | 0.15 CHF | 0.17 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 5'226 CHF | 6'208 CHF | 99.38% | 99.38% |
11.07.2024 | 13.98% | 0.14 CHF | 0.17 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 6'559 CHF | 7'533 CHF | 98.46% | 98.46% |
10.07.2024 | 4.29% | 0.36 CHF | 0.38 CHF | 140'000 | 75'000 | 151'808 | 75'000 | 51'990 CHF | 26'839 CHF | 100.00% | 100.00% |
09.07.2024 | 4.11% | 0.34 CHF | 0.36 CHF | 150'000 | 75'000 | 157'406 | 75'000 | 52'164 CHF | 25'910 CHF | 100.00% | 100.00% |
08.07.2024 | 4.98% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 165'806 | 75'000 | 51'975 CHF | 24'726 CHF | 100.00% | 100.00% |
05.07.2024 | 4.69% | 0.29 CHF | 0.31 CHF | 180'000 | 75'000 | 172'661 | 75'000 | 51'363 CHF | 23'394 CHF | 99.62% | 99.62% |
04.07.2024 | 3.88% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 170'159 | 75'000 | 51'393 CHF | 23'554 CHF | 100.00% | 100.00% |
03.07.2024 | 4.30% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 179'670 | 75'000 | 52'041 CHF | 22'682 CHF | 99.73% | 99.73% |
02.07.2024 | 5.88% | 0.28 CHF | 0.30 CHF | 180'000 | 75'000 | 195'643 | 75'000 | 51'577 CHF | 20'995 CHF | 100.00% | 100.00% |