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 | 8.35% | 0.13 CHF | 0.14 CHF | 1'000'000 | 1'000'000 | 577'401 | 577'401 | 70'035 CHF | 75'850 CHF | 98.75% | 98.75% |
12.07.2024 | 12.36% | 0.10 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 611'739 | 611'739 | 49'945 CHF | 56'093 CHF | 99.75% | 99.75% |
11.07.2024 | 7.61% | 0.13 CHF | 0.14 CHF | 1'000'000 | 1'000'000 | 568'953 | 568'953 | 76'112 CHF | 81'861 CHF | 99.98% | 99.98% |
10.07.2024 | 7.77% | 0.13 CHF | 0.14 CHF | 1'000'000 | 1'000'000 | 566'999 | 566'999 | 72'239 CHF | 77'939 CHF | 100.00% | 100.00% |
09.07.2024 | 9.57% | 0.12 CHF | 0.13 CHF | 1'000'000 | 1'000'000 | 586'273 | 586'273 | 61'235 CHF | 67'133 CHF | 99.14% | 99.14% |
08.07.2024 | 10.65% | 0.11 CHF | 0.12 CHF | 1'000'000 | 1'000'000 | 591'033 | 591'033 | 54'929 CHF | 60'877 CHF | 100.00% | 100.00% |
05.07.2024 | 10.30% | 0.10 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 591'484 | 591'484 | 55'621 CHF | 61'558 CHF | 99.28% | 99.28% |
04.07.2024 | 11.04% | 0.09 CHF | 0.10 CHF | 680'000 | 680'000 | 535'990 | 535'990 | 45'888 CHF | 51'248 CHF | 95.27% | 95.27% |
03.07.2024 | 14.63% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 588'352 | 588'352 | 40'611 CHF | 46'522 CHF | 96.23% | 96.23% |
02.07.2024 | 26.76% | 0.05 CHF | 0.06 CHF | 1'000'000 | 1'000'000 | 621'180 | 621'180 | 23'354 CHF | 29'613 CHF | 99.17% | 99.17% |