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 | 11.86% | 0.10 CHF | 0.11 CHF | 419'130 | 75'000 | 408'077 | 75'000 | 43'446 CHF | 9'022 CHF | 98.73% | 98.73% |
12.07.2024 | 23.35% | 0.11 CHF | 0.14 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 3'820 CHF | 4'822 CHF | 99.38% | 99.38% |
11.07.2024 | 17.97% | 0.11 CHF | 0.13 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 4'949 CHF | 5'916 CHF | 99.15% | 99.15% |
10.07.2024 | 5.29% | 0.32 CHF | 0.34 CHF | 160'000 | 75'000 | 174'277 | 75'000 | 51'787 CHF | 23'518 CHF | 100.00% | 100.00% |
09.07.2024 | 5.78% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 180'390 | 75'000 | 51'411 CHF | 22'652 CHF | 100.00% | 100.00% |
08.07.2024 | 5.33% | 0.25 CHF | 0.27 CHF | 200'000 | 75'000 | 190'594 | 75'000 | 51'267 CHF | 21'300 CHF | 100.00% | 100.00% |
05.07.2024 | 6.12% | 0.25 CHF | 0.26 CHF | 200'000 | 75'000 | 201'068 | 75'000 | 50'552 CHF | 20'054 CHF | 99.62% | 99.62% |
04.07.2024 | 7.04% | 0.25 CHF | 0.27 CHF | 200'000 | 75'000 | 199'136 | 75'000 | 50'489 CHF | 20'407 CHF | 100.00% | 100.00% |
03.07.2024 | 7.10% | 0.25 CHF | 0.27 CHF | 200'000 | 75'000 | 208'322 | 75'000 | 50'348 CHF | 19'465 CHF | 99.73% | 99.73% |
02.07.2024 | 6.49% | 0.24 CHF | 0.25 CHF | 210'000 | 75'000 | 231'288 | 75'000 | 50'502 CHF | 17'500 CHF | 100.00% | 100.00% |