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 | 31.30% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 18'318 CHF | 3'755 CHF | 98.73% | 98.73% |
12.07.2024 | 56.99% | 0.04 CHF | 0.06 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 1'219 CHF | 2'167 CHF | 99.38% | 99.38% |
11.07.2024 | 32.88% | 0.05 CHF | 0.08 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 2'506 CHF | 3'473 CHF | 75.02% | 75.02% |
10.07.2024 | 7.01% | 0.25 CHF | 0.26 CHF | 190'525 | 75'000 | 200'783 | 75'000 | 45'069 CHF | 18'074 CHF | 100.00% | 100.00% |
09.07.2024 | 6.26% | 0.22 CHF | 0.24 CHF | 204'111 | 75'000 | 208'111 | 75'000 | 44'168 CHF | 16'950 CHF | 100.00% | 100.00% |
08.07.2024 | 7.54% | 0.18 CHF | 0.19 CHF | 228'482 | 75'000 | 218'360 | 75'000 | 42'458 CHF | 15'735 CHF | 100.00% | 100.00% |
05.07.2024 | 7.92% | 0.17 CHF | 0.19 CHF | 234'989 | 75'000 | 233'306 | 75'000 | 41'356 CHF | 14'395 CHF | 99.62% | 99.62% |
04.07.2024 | 6.35% | 0.18 CHF | 0.19 CHF | 234'503 | 75'000 | 232'226 | 75'000 | 42'293 CHF | 14'563 CHF | 100.00% | 100.00% |
03.07.2024 | 7.21% | 0.18 CHF | 0.20 CHF | 234'588 | 75'000 | 244'368 | 75'000 | 41'474 CHF | 13'685 CHF | 99.73% | 99.73% |
02.07.2024 | 10.56% | 0.16 CHF | 0.18 CHF | 247'595 | 75'000 | 269'828 | 75'000 | 39'029 CHF | 12'078 CHF | 100.00% | 100.00% |