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 | 16.86% | 0.07 CHF | 0.09 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 40'698 CHF | 7'217 CHF | 98.73% | 98.73% |
12.07.2024 | 29.27% | 0.08 CHF | 0.11 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 2'882 CHF | 3'857 CHF | 99.38% | 99.38% |
11.07.2024 | 23.60% | 0.08 CHF | 0.11 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 3'850 CHF | 4'865 CHF | 99.15% | 99.15% |
10.07.2024 | 6.38% | 0.25 CHF | 0.27 CHF | 200'000 | 75'000 | 215'268 | 75'000 | 50'456 CHF | 18'764 CHF | 100.00% | 100.00% |
09.07.2024 | 6.70% | 0.23 CHF | 0.25 CHF | 220'000 | 75'000 | 225'249 | 75'000 | 50'594 CHF | 18'023 CHF | 100.00% | 100.00% |
08.07.2024 | 6.71% | 0.20 CHF | 0.21 CHF | 250'000 | 75'000 | 237'596 | 75'000 | 50'433 CHF | 17'036 CHF | 100.00% | 100.00% |
05.07.2024 | 6.82% | 0.19 CHF | 0.21 CHF | 270'000 | 75'000 | 251'421 | 75'000 | 50'206 CHF | 16'048 CHF | 99.62% | 99.62% |
04.07.2024 | 6.67% | 0.20 CHF | 0.21 CHF | 250'000 | 75'000 | 247'740 | 75'000 | 50'102 CHF | 16'224 CHF | 100.00% | 100.00% |
03.07.2024 | 9.11% | 0.20 CHF | 0.22 CHF | 250'000 | 75'000 | 267'543 | 75'000 | 51'133 CHF | 15'708 CHF | 99.73% | 99.73% |
02.07.2024 | 8.33% | 0.19 CHF | 0.20 CHF | 270'000 | 75'000 | 293'355 | 75'000 | 50'904 CHF | 14'168 CHF | 100.00% | 100.00% |