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 | 13.30% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 480'674 | 71'153 CHF | 38'731 CHF | 98.71% | 98.71% |
12.07.2024 | 8.86% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 108'051 CHF | 47'220 CHF | 95.77% | 95.77% |
11.07.2024 | 10.64% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 429'703 | 90'320 CHF | 42'801 CHF | 98.94% | 98.94% |
10.07.2024 | 12.10% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'976 | 77'871 CHF | 43'933 CHF | 97.83% | 97.83% |
09.07.2024 | 11.78% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 472'665 | 80'494 CHF | 42'516 CHF | 99.04% | 99.04% |
08.07.2024 | 10.79% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 438'707 | 88'063 CHF | 42'787 CHF | 96.84% | 96.84% |
05.07.2024 | 9.66% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 98'599 CHF | 43'440 CHF | 94.84% | 94.84% |
04.07.2024 | 11.74% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'194 CHF | 45'097 CHF | 95.91% | 95.91% |
03.07.2024 | 13.70% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 68'513 CHF | 39'257 CHF | 98.56% | 98.56% |
02.07.2024 | 12.58% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 74'793 CHF | 42'397 CHF | 98.67% | 98.67% |