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 | 10.59% | 0.09 CHF | 0.10 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 89'452 CHF | 99'452 CHF | 100.00% | 100.00% |
12.07.2024 | 9.79% | 0.09 CHF | 0.10 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 97'262 CHF | 107'262 CHF | 99.85% | 99.85% |
11.07.2024 | 9.07% | 0.10 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 105'455 CHF | 115'455 CHF | 71.50% | 71.50% |
10.07.2024 | 8.03% | 0.12 CHF | 0.13 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 119'552 CHF | 129'552 CHF | 99.38% | 99.38% |
09.07.2024 | 7.99% | 0.13 CHF | 0.14 CHF | 1'000'000 | 1'000'000 | 996'167 | 996'167 | 120'570 CHF | 130'570 CHF | 100.00% | 100.00% |
08.07.2024 | 8.11% | 0.12 CHF | 0.13 CHF | 1'000'000 | 1'000'000 | 998'262 | 998'262 | 118'583 CHF | 128'583 CHF | 100.00% | 100.00% |
05.07.2024 | 7.62% | 0.13 CHF | 0.14 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 126'328 CHF | 136'328 CHF | 99.56% | 99.56% |
04.07.2024 | 7.15% | 0.13 CHF | 0.14 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 134'809 CHF | 144'809 CHF | 100.00% | 100.00% |
03.07.2024 | 6.62% | 0.13 CHF | 0.14 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 146'334 CHF | 156'334 CHF | 99.77% | 99.77% |
02.07.2024 | 5.77% | 0.16 CHF | 0.17 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 168'353 CHF | 178'353 CHF | 99.93% | 99.93% |