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 | 11.30% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 997'138 | 499'740 | 83'502 CHF | 46'854 CHF | 100.00% | 100.00% |
12.07.2024 | 12.48% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 994'468 | 498'156 | 74'825 CHF | 42'459 CHF | 98.41% | 98.41% |
11.07.2024 | 10.87% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 984'513 | 568'516 | 86'031 CHF | 56'257 CHF | 99.83% | 99.83% |
10.07.2024 | 8.84% | 0.11 CHF | 0.12 CHF | 900'000 | 900'000 | 861'901 | 861'902 | 93'418 CHF | 102'037 CHF | 99.79% | 99.79% |
09.07.2024 | 8.34% | 0.11 CHF | 0.12 CHF | 825'000 | 825'000 | 826'927 | 826'933 | 95'161 CHF | 103'431 CHF | 100.00% | 100.00% |
08.07.2024 | 8.45% | 0.11 CHF | 0.12 CHF | 850'000 | 850'000 | 831'872 | 831'873 | 94'427 CHF | 102'746 CHF | 98.98% | 98.98% |
05.07.2024 | 8.83% | 0.11 CHF | 0.12 CHF | 900'000 | 900'000 | 889'703 | 889'702 | 96'401 CHF | 105'298 CHF | 100.00% | 100.00% |
04.07.2024 | 8.64% | 0.11 CHF | 0.12 CHF | 850'000 | 850'000 | 856'542 | 856'518 | 94'954 CHF | 103'517 CHF | 98.16% | 98.16% |
03.07.2024 | 10.81% | 0.10 CHF | 0.11 CHF | 975'000 | 500'000 | 986'050 | 536'657 | 86'581 CHF | 52'911 CHF | 100.00% | 100.00% |
02.07.2024 | 14.84% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 62'492 CHF | 36'246 CHF | 100.00% | 100.00% |