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 | 8.38% | 0.18 CHF | 0.20 CHF | 280'000 | 50'000 | 250'575 | 50'000 | 50'353 CHF | 10'957 CHF | 99.72% | 99.72% |
12.07.2024 | 12.90% | 0.20 CHF | 0.23 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'965 CHF | 5'648 CHF | 99.01% | 99.01% |
11.07.2024 | 12.98% | 0.21 CHF | 0.24 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'092 CHF | 5'798 CHF | 99.09% | 99.09% |
10.07.2024 | 14.13% | 0.19 CHF | 0.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'603 CHF | 5'303 CHF | 99.81% | 99.81% |
09.07.2024 | 12.71% | 0.20 CHF | 0.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'116 CHF | 5'810 CHF | 100.00% | 100.00% |
08.07.2024 | 7.82% | 0.21 CHF | 0.23 CHF | 240'000 | 50'000 | 224'987 | 50'000 | 50'579 CHF | 12'167 CHF | 100.00% | 100.00% |
05.07.2024 | 8.27% | 0.23 CHF | 0.25 CHF | 220'000 | 50'000 | 218'996 | 50'000 | 50'573 CHF | 12'546 CHF | 98.50% | 98.50% |
04.07.2024 | 7.36% | 0.24 CHF | 0.25 CHF | 210'000 | 50'000 | 209'261 | 50'000 | 50'354 CHF | 12'956 CHF | 100.00% | 100.00% |
03.07.2024 | 9.64% | 0.25 CHF | 0.27 CHF | 200'000 | 50'000 | 89'140 | 33'561 | 21'159 CHF | 8'728 CHF | 99.81% | 99.81% |
02.07.2024 | 8.28% | 0.20 CHF | 0.22 CHF | 250'000 | 50'000 | 269'342 | 50'000 | 51'080 CHF | 10'310 CHF | 100.00% | 100.00% |