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 | 10.61% | 0.13 CHF | 0.14 CHF | 390'000 | 75'000 | 201'312 | 55'183 | 26'592 CHF | 8'115 CHF | 95.95% | 95.95% |
12.07.2024 | 15.49% | 0.13 CHF | 0.15 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 4'305 CHF | 5'024 CHF | 99.01% | 99.01% |
11.07.2024 | 7.88% | 0.13 CHF | 0.14 CHF | 390'000 | 75'000 | 413'922 | 75'000 | 50'465 CHF | 9'903 CHF | 98.21% | 98.21% |
10.07.2024 | 8.49% | 0.12 CHF | 0.13 CHF | 420'000 | 75'000 | 448'161 | 75'000 | 50'535 CHF | 9'222 CHF | 100.00% | 100.00% |
09.07.2024 | 8.77% | 0.11 CHF | 0.12 CHF | 460'000 | 75'000 | 463'765 | 75'000 | 50'543 CHF | 8'929 CHF | 94.27% | 94.27% |
08.07.2024 | 8.93% | 0.11 CHF | 0.12 CHF | 460'000 | 75'000 | 471'215 | 75'000 | 50'432 CHF | 8'790 CHF | 99.89% | 99.89% |
05.07.2024 | 8.38% | 0.12 CHF | 0.13 CHF | 420'000 | 75'000 | 441'646 | 75'000 | 50'508 CHF | 9'344 CHF | 98.86% | 98.86% |
04.07.2024 | 9.49% | 0.11 CHF | 0.12 CHF | 460'000 | 75'000 | 498'559 | 75'000 | 50'022 CHF | 8'277 CHF | 97.51% | 97.51% |
03.07.2024 | 11.49% | 0.09 CHF | 0.10 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 41'209 CHF | 6'931 CHF | 99.71% | 99.71% |
02.07.2024 | 13.23% | 0.08 CHF | 0.09 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 35'591 CHF | 6'089 CHF | 99.69% | 99.69% |