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 | 21.14% | 0.04 CHF | 0.05 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 42'377 CHF | 52'377 CHF | 100.00% | 100.00% |
12.07.2024 | 18.75% | 0.04 CHF | 0.05 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 48'499 CHF | 58'499 CHF | 99.85% | 99.85% |
11.07.2024 | 16.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 57'260 CHF | 67'260 CHF | 71.51% | 71.51% |
10.07.2024 | 13.59% | 0.07 CHF | 0.08 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 68'607 CHF | 78'607 CHF | 99.38% | 99.38% |
09.07.2024 | 13.34% | 0.07 CHF | 0.08 CHF | 1'000'000 | 1'000'000 | 996'365 | 996'365 | 70'181 CHF | 80'181 CHF | 100.00% | 100.00% |
08.07.2024 | 13.72% | 0.07 CHF | 0.08 CHF | 1'000'000 | 1'000'000 | 998'279 | 998'279 | 68'049 CHF | 78'049 CHF | 100.00% | 100.00% |
05.07.2024 | 12.34% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 76'046 CHF | 86'046 CHF | 99.56% | 99.56% |
04.07.2024 | 11.00% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 85'897 CHF | 95'897 CHF | 100.00% | 100.00% |
03.07.2024 | 9.86% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 96'885 CHF | 106'885 CHF | 99.77% | 99.77% |
02.07.2024 | 7.97% | 0.11 CHF | 0.12 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 120'571 CHF | 130'571 CHF | 99.92% | 99.92% |