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 | 7.00% | 0.16 CHF | 0.17 CHF | 1'000'000 | 1'000'000 | 577'401 | 577'401 | 84'130 CHF | 89'945 CHF | 98.75% | 98.75% |
12.07.2024 | 10.25% | 0.12 CHF | 0.13 CHF | 1'000'000 | 1'000'000 | 611'734 | 611'734 | 60'833 CHF | 66'981 CHF | 99.75% | 99.75% |
11.07.2024 | 6.42% | 0.16 CHF | 0.17 CHF | 1'000'000 | 1'000'000 | 569'005 | 569'005 | 90'770 CHF | 96'519 CHF | 99.98% | 99.98% |
10.07.2024 | 6.53% | 0.15 CHF | 0.16 CHF | 1'000'000 | 1'000'000 | 566'992 | 566'992 | 86'446 CHF | 92'147 CHF | 100.00% | 100.00% |
09.07.2024 | 8.02% | 0.14 CHF | 0.15 CHF | 1'000'000 | 1'000'000 | 586'282 | 586'282 | 73'773 CHF | 79'672 CHF | 99.14% | 99.14% |
08.07.2024 | 8.84% | 0.13 CHF | 0.14 CHF | 1'000'000 | 1'000'000 | 590'996 | 590'996 | 66'835 CHF | 72'783 CHF | 100.00% | 100.00% |
05.07.2024 | 8.54% | 0.12 CHF | 0.13 CHF | 1'000'000 | 1'000'000 | 591'501 | 591'501 | 67'720 CHF | 73'658 CHF | 99.28% | 99.28% |
04.07.2024 | 9.13% | 0.11 CHF | 0.12 CHF | 680'000 | 680'000 | 535'989 | 535'989 | 56'038 CHF | 61'398 CHF | 95.27% | 95.27% |
03.07.2024 | 11.96% | 0.10 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 588'369 | 588'370 | 50'171 CHF | 56'082 CHF | 96.23% | 96.23% |
02.07.2024 | 22.20% | 0.07 CHF | 0.08 CHF | 1'000'000 | 1'000'000 | 621'196 | 621'196 | 29'046 CHF | 35'305 CHF | 99.17% | 99.17% |