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 | 9.76% | 0.11 CHF | 0.12 CHF | 1'000'000 | 1'000'000 | 865'382 | 865'382 | 87'826 CHF | 96'537 CHF | 98.75% | 98.75% |
12.07.2024 | 13.93% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 909'074 | 909'074 | 63'427 CHF | 72'559 CHF | 99.75% | 99.75% |
11.07.2024 | 9.07% | 0.11 CHF | 0.12 CHF | 1'000'000 | 1'000'000 | 857'127 | 857'127 | 94'351 CHF | 103'011 CHF | 100.00% | 100.00% |
10.07.2024 | 9.16% | 0.11 CHF | 0.12 CHF | 1'000'000 | 1'000'000 | 857'046 | 857'046 | 92'252 CHF | 100'868 CHF | 100.00% | 100.00% |
09.07.2024 | 11.02% | 0.10 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 877'151 | 877'151 | 78'083 CHF | 86'906 CHF | 99.14% | 99.14% |
08.07.2024 | 12.00% | 0.09 CHF | 0.10 CHF | 1'000'000 | 1'000'000 | 882'785 | 882'785 | 71'808 CHF | 80'692 CHF | 100.00% | 100.00% |
05.07.2024 | 11.61% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 884'893 | 884'893 | 73'717 CHF | 82'596 CHF | 99.28% | 99.28% |
04.07.2024 | 12.36% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 903'961 | 903'961 | 68'642 CHF | 77'682 CHF | 95.27% | 95.27% |
03.07.2024 | 15.59% | 0.07 CHF | 0.08 CHF | 1'000'000 | 1'000'000 | 862'478 | 862'478 | 53'397 CHF | 62'059 CHF | 96.23% | 96.23% |
02.07.2024 | 26.78% | 0.05 CHF | 0.06 CHF | 1'000'000 | 1'000'000 | 891'934 | 891'934 | 31'178 CHF | 40'156 CHF | 99.17% | 99.17% |