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 | 14.08% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 66'375 CHF | 30'550 CHF | 90.35% | 90.35% |
12.07.2024 | 15.22% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 60'779 CHF | 28'312 CHF | 97.59% | 97.59% |
11.07.2024 | 13.66% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 985'744 | 385'744 | 67'453 CHF | 30'213 CHF | 95.77% | 95.77% |
10.07.2024 | 13.25% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 993'921 | 393'921 | 70'050 CHF | 31'672 CHF | 95.42% | 95.42% |
09.07.2024 | 12.29% | 0.08 CHF | 0.09 CHF | 900'000 | 300'000 | 937'810 | 337'810 | 71'701 CHF | 29'073 CHF | 96.71% | 96.71% |
08.07.2024 | 14.54% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 64'117 CHF | 29'647 CHF | 95.74% | 95.74% |
05.07.2024 | 13.20% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 70'825 CHF | 32'330 CHF | 91.92% | 91.92% |
04.07.2024 | 12.75% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 997'570 | 397'570 | 73'514 CHF | 33'265 CHF | 88.83% | 88.83% |
03.07.2024 | 11.24% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 914'185 | 314'185 | 76'990 CHF | 29'555 CHF | 94.29% | 94.29% |
02.07.2024 | 10.08% | 0.09 CHF | 0.10 CHF | 900'000 | 300'000 | 897'439 | 299'146 | 84'814 CHF | 31'263 CHF | 95.92% | 95.92% |