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 | 12.63% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 74'214 CHF | 84'214 CHF | 100.00% | 100.00% |
12.07.2024 | 13.07% | 0.07 CHF | 0.08 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 71'532 CHF | 81'532 CHF | 99.85% | 99.85% |
11.07.2024 | 13.84% | 0.07 CHF | 0.08 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 67'521 CHF | 77'521 CHF | 71.51% | 71.51% |
10.07.2024 | 16.08% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 57'187 CHF | 67'187 CHF | 99.38% | 99.38% |
09.07.2024 | 16.12% | 0.05 CHF | 0.06 CHF | 1'000'000 | 1'000'000 | 996'165 | 996'165 | 57'249 CHF | 67'249 CHF | 100.00% | 100.00% |
08.07.2024 | 14.37% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 998'276 | 998'276 | 64'749 CHF | 74'749 CHF | 99.99% | 99.99% |
05.07.2024 | 14.21% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 65'384 CHF | 75'384 CHF | 99.56% | 99.56% |
04.07.2024 | 15.37% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 60'072 CHF | 70'072 CHF | 100.00% | 100.00% |
03.07.2024 | 18.04% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 50'726 CHF | 60'726 CHF | 99.77% | 99.77% |
02.07.2024 | 19.74% | 0.05 CHF | 0.06 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 45'714 CHF | 55'714 CHF | 99.94% | 99.94% |