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 | 13.39% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 434'142 | 69'802 CHF | 34'606 CHF | 95.51% | 95.51% |
12.07.2024 | 11.53% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 81'900 CHF | 36'760 CHF | 99.41% | 99.41% |
11.07.2024 | 9.67% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 999'719 | 399'719 | 98'626 CHF | 43'429 CHF | 99.14% | 99.14% |
10.07.2024 | 8.47% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 937'540 | 337'540 | 106'014 CHF | 41'466 CHF | 99.36% | 99.36% |
09.07.2024 | 9.29% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 998'315 | 398'315 | 102'696 CHF | 44'945 CHF | 99.33% | 99.33% |
08.07.2024 | 10.33% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 91'994 CHF | 40'798 CHF | 99.41% | 99.41% |
05.07.2024 | 12.80% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 479'079 | 73'702 CHF | 39'816 CHF | 99.25% | 99.25% |
04.07.2024 | 13.18% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'963 CHF | 40'482 CHF | 99.37% | 99.37% |
03.07.2024 | 12.04% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 444'243 | 78'267 CHF | 39'115 CHF | 99.27% | 99.27% |
02.07.2024 | 13.11% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'741 | 71'656 CHF | 40'805 CHF | 99.30% | 99.30% |