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 | 13.33% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 70'044 CHF | 32'018 CHF | 99.13% | 99.13% |
12.07.2024 | 13.12% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 1'000'000 | 410'334 | 71'350 CHF | 33'367 CHF | 98.89% | 98.89% |
11.07.2024 | 10.76% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 999'883 | 399'883 | 88'120 CHF | 39'240 CHF | 99.04% | 99.04% |
10.07.2024 | 9.91% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 949'283 | 349'283 | 91'709 CHF | 36'973 CHF | 98.14% | 98.14% |
09.07.2024 | 8.78% | 0.11 CHF | 0.12 CHF | 900'000 | 300'000 | 901'116 | 301'116 | 98'210 CHF | 35'822 CHF | 99.14% | 99.14% |
08.07.2024 | 14.53% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 64'187 CHF | 37'093 CHF | 99.11% | 99.11% |
05.07.2024 | 14.20% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 496'898 | 66'008 CHF | 37'725 CHF | 98.72% | 98.72% |
04.07.2024 | 13.29% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'351 CHF | 40'176 CHF | 98.78% | 98.78% |
03.07.2024 | 11.55% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 424'787 | 81'764 CHF | 38'937 CHF | 99.07% | 99.07% |
02.07.2024 | 9.39% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 101'729 CHF | 44'691 CHF | 99.18% | 99.18% |