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 | 13.18% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 71'737 CHF | 32'695 CHF | 93.57% | 93.57% |
12.07.2024 | 13.68% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 68'595 CHF | 31'438 CHF | 93.20% | 93.20% |
11.07.2024 | 15.64% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 1'000'000 | 404'131 | 59'516 CHF | 28'054 CHF | 94.61% | 94.61% |
10.07.2024 | 13.89% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'006 | 67'302 CHF | 30'921 CHF | 96.11% | 96.11% |
09.07.2024 | 11.43% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 958'139 | 358'139 | 79'286 CHF | 33'035 CHF | 91.47% | 91.47% |
08.07.2024 | 11.16% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 991'403 | 391'403 | 84'098 CHF | 37'089 CHF | 95.69% | 95.69% |
05.07.2024 | 10.39% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 934'148 | 334'148 | 85'494 CHF | 33'755 CHF | 92.60% | 92.60% |
04.07.2024 | 10.69% | 0.09 CHF | 0.10 CHF | 900'000 | 300'000 | 965'505 | 365'505 | 85'623 CHF | 36'033 CHF | 90.50% | 90.50% |
03.07.2024 | 10.61% | 0.10 CHF | 0.11 CHF | 900'000 | 300'000 | 989'379 | 389'379 | 88'373 CHF | 38'652 CHF | 97.09% | 97.09% |
02.07.2024 | 9.06% | 0.11 CHF | 0.12 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 95'014 CHF | 34'671 CHF | 94.82% | 94.82% |