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 | 13.65% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 916'127 | 316'127 | 62'670 CHF | 24'696 CHF | 99.32% | 99.32% |
12.07.2024 | 13.17% | 0.08 CHF | 0.09 CHF | 900'000 | 300'000 | 917'877 | 317'877 | 65'203 CHF | 25'747 CHF | 99.39% | 99.39% |
11.07.2024 | 12.82% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 908'497 | 308'497 | 66'750 CHF | 25'675 CHF | 98.17% | 98.17% |
10.07.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 900'000 | 300'000 | 900'319 | 300'319 | 63'022 CHF | 24'026 CHF | 99.44% | 99.44% |
09.07.2024 | 12.18% | 0.07 CHF | 0.08 CHF | 900'000 | 300'000 | 903'226 | 303'226 | 69'948 CHF | 26'478 CHF | 99.35% | 99.35% |
08.07.2024 | 14.89% | 0.07 CHF | 0.08 CHF | 900'000 | 300'000 | 976'665 | 376'665 | 60'767 CHF | 27'089 CHF | 99.31% | 99.31% |
05.07.2024 | 18.03% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 50'549 CHF | 24'220 CHF | 98.49% | 98.49% |
04.07.2024 | 16.84% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 54'807 CHF | 25'923 CHF | 99.37% | 99.37% |
03.07.2024 | 18.04% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 50'518 CHF | 24'207 CHF | 99.26% | 99.26% |
02.07.2024 | 19.32% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 1'000'000 | 409'047 | 47'180 CHF | 23'324 CHF | 99.29% | 99.29% |