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 | 10.80% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 65'862 CHF | 24'454 CHF | 99.38% | 99.38% |
12.07.2024 | 9.11% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 78'779 CHF | 28'760 CHF | 99.38% | 99.38% |
11.07.2024 | 9.44% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 744'715 | 248'153 | 75'911 CHF | 27'778 CHF | 91.39% | 91.39% |
10.07.2024 | 4.51% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 597'145 | 199'048 | 129'423 CHF | 45'131 CHF | 99.37% | 99.37% |
09.07.2024 | 3.93% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 112'385 CHF | 38'962 CHF | 99.37% | 99.37% |
08.07.2024 | 3.50% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 126'587 CHF | 43'696 CHF | 99.38% | 99.38% |
05.07.2024 | 3.54% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 124'840 CHF | 43'113 CHF | 99.00% | 99.00% |
04.07.2024 | 3.41% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 130'414 CHF | 44'971 CHF | 91.02% | 91.02% |
03.07.2024 | 4.84% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 121'484 CHF | 42'495 CHF | 99.38% | 99.38% |
02.07.2024 | 6.11% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 95'213 CHF | 33'738 CHF | 99.38% | 99.38% |