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 | 8.15% | 0.24 CHF | 0.26 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 23'556 CHF | 25'556 CHF | 38.20% | 38.51% |
12.07.2024 | 6.62% | 0.21 CHF | 0.22 CHF | 500'000 | 500'000 | 186'287 | 186'287 | 46'235 CHF | 48'882 CHF | 99.45% | 99.45% |
11.07.2024 | 7.21% | 0.25 CHF | 0.26 CHF | 500'000 | 500'000 | 191'393 | 191'393 | 46'465 CHF | 49'150 CHF | 89.49% | 89.49% |
10.07.2024 | 10.94% | 0.26 CHF | 0.28 CHF | 500'000 | 500'000 | 187'836 | 187'836 | 51'671 CHF | 56'988 CHF | 97.64% | 97.64% |
09.07.2024 | 5.50% | 0.35 CHF | 0.36 CHF | 500'000 | 500'000 | 189'814 | 189'814 | 62'852 CHF | 65'526 CHF | 96.25% | 96.25% |
08.07.2024 | 8.21% | 0.41 CHF | 0.43 CHF | 500'000 | 500'000 | 186'863 | 186'863 | 76'164 CHF | 81'467 CHF | 99.63% | 99.63% |
05.07.2024 | 7.33% | 0.49 CHF | 0.52 CHF | 200'000 | 200'000 | 98'155 | 74'530 | 64'408 CHF | 50'379 CHF | 95.73% | 95.73% |
04.07.2024 | 7.70% | 0.78 CHF | 0.84 CHF | 70'000 | 40'000 | 70'000 | 40'000 | 52'427 CHF | 32'358 CHF | 97.26% | 97.26% |
03.07.2024 | 6.83% | 0.77 CHF | 0.80 CHF | 200'000 | 200'000 | 98'233 | 74'748 | 75'190 CHF | 60'721 CHF | 99.64% | 99.64% |
02.07.2024 | 7.18% | 1.08 CHF | 1.13 CHF | 200'000 | 200'000 | 86'014 | 78'415 | 98'117 CHF | 94'490 CHF | 89.63% | 89.63% |