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 | 8.99% | 0.11 CHF | 0.12 CHF | 500'000 | 200'000 | 500'000 | 199'967 | 53'237 CHF | 23'291 CHF | 99.38% | 99.38% |
12.07.2024 | 7.30% | 0.12 CHF | 0.13 CHF | 500'000 | 200'000 | 500'000 | 184'128 | 66'165 CHF | 26'086 CHF | 99.37% | 99.37% |
11.07.2024 | 7.86% | 0.13 CHF | 0.14 CHF | 500'000 | 200'000 | 500'000 | 193'818 | 62'454 CHF | 25'849 CHF | 91.41% | 91.41% |
10.07.2024 | 3.16% | 0.32 CHF | 0.33 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 155'540 CHF | 32'108 CHF | 99.36% | 99.36% |
09.07.2024 | 2.71% | 0.35 CHF | 0.36 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 182'227 CHF | 37'445 CHF | 99.37% | 99.37% |
08.07.2024 | 2.38% | 0.39 CHF | 0.40 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 208'207 CHF | 42'642 CHF | 99.38% | 99.38% |
05.07.2024 | 2.40% | 0.40 CHF | 0.41 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 206'237 CHF | 42'247 CHF | 99.00% | 99.00% |
04.07.2024 | 2.34% | 0.40 CHF | 0.41 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 212'417 CHF | 43'483 CHF | 91.02% | 91.02% |
03.07.2024 | 3.55% | 0.30 CHF | 0.31 CHF | 500'000 | 100'000 | 500'000 | 142'670 | 139'137 CHF | 40'898 CHF | 99.38% | 99.38% |
02.07.2024 | 4.83% | 0.21 CHF | 0.22 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 101'113 CHF | 31'834 CHF | 99.38% | 99.38% |