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 | 27.23% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 24'923 CHF | 10'808 CHF | 99.38% | 99.38% |
12.07.2024 | 25.65% | 0.04 CHF | 0.05 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 26'092 CHF | 11'197 CHF | 99.38% | 99.38% |
11.07.2024 | 14.73% | 0.04 CHF | 0.05 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 50'015 CHF | 19'172 CHF | 99.37% | 99.37% |
10.07.2024 | 4.06% | 0.27 CHF | 0.28 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 181'436 CHF | 50'383 CHF | 99.36% | 99.36% |
09.07.2024 | 4.27% | 0.24 CHF | 0.25 CHF | 750'000 | 200'000 | 750'000 | 201'586 | 172'164 CHF | 48'255 CHF | 99.37% | 99.37% |
08.07.2024 | 4.69% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 228'835 | 156'323 CHF | 49'810 CHF | 99.38% | 99.38% |
05.07.2024 | 4.98% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 147'159 CHF | 51'553 CHF | 99.38% | 99.38% |
04.07.2024 | 5.00% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 146'346 CHF | 51'282 CHF | 98.82% | 98.82% |
03.07.2024 | 5.13% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 142'392 CHF | 49'964 CHF | 99.38% | 99.38% |
02.07.2024 | 5.50% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 132'718 CHF | 46'739 CHF | 99.38% | 99.38% |