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 | 9.86% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 73'666 CHF | 27'055 CHF | 99.38% | 99.38% |
12.07.2024 | 9.29% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 78'049 CHF | 28'516 CHF | 99.38% | 99.38% |
11.07.2024 | 6.24% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 739'341 | 246'447 | 118'074 CHF | 41'823 CHF | 99.36% | 99.36% |
10.07.2024 | 2.28% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 195'164 CHF | 66'555 CHF | 99.36% | 99.36% |
09.07.2024 | 2.39% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 185'936 CHF | 63'479 CHF | 99.37% | 99.37% |
08.07.2024 | 2.56% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 173'540 CHF | 59'347 CHF | 99.38% | 99.38% |
05.07.2024 | 2.74% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 466'866 | 155'622 | 167'732 CHF | 57'467 CHF | 99.38% | 99.38% |
04.07.2024 | 2.73% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 162'441 CHF | 55'647 CHF | 98.82% | 98.82% |
03.07.2024 | 2.82% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 584'410 | 194'803 | 204'225 CHF | 70'023 CHF | 99.37% | 99.37% |
02.07.2024 | 3.06% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 193'205 CHF | 66'402 CHF | 99.37% | 99.37% |