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 | 5.63% | 0.20 CHF | 0.21 CHF | 1'000'000 | 500'000 | 999'995 | 499'996 | 173'442 CHF | 91'721 CHF | 99.01% | 99.01% |
12.07.2024 | 9.21% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 105'289 CHF | 57'645 CHF | 98.40% | 98.40% |
11.07.2024 | 4.58% | 0.21 CHF | 0.22 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 213'950 CHF | 111'975 CHF | 98.34% | 98.34% |
10.07.2024 | 4.65% | 0.21 CHF | 0.22 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 210'127 CHF | 110'064 CHF | 99.23% | 99.23% |
09.07.2024 | 5.90% | 0.19 CHF | 0.20 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 164'895 CHF | 87'448 CHF | 99.17% | 99.17% |
08.07.2024 | 6.54% | 0.18 CHF | 0.19 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 148'433 CHF | 79'217 CHF | 99.02% | 99.02% |
05.07.2024 | 6.10% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 159'012 CHF | 84'506 CHF | 99.15% | 99.15% |
04.07.2024 | 6.81% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 141'931 CHF | 75'966 CHF | 99.37% | 99.37% |
03.07.2024 | 8.93% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 999'961 | 499'977 | 108'896 CHF | 59'447 CHF | 99.11% | 99.11% |
02.07.2024 | 19.71% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'984 | 49'354 CHF | 29'676 CHF | 97.30% | 97.30% |