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 | 9.54% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 996'242 | 396'242 | 99'452 CHF | 43'518 CHF | 99.57% | 99.57% |
12.07.2024 | 8.16% | 0.11 CHF | 0.12 CHF | 900'000 | 300'000 | 901'727 | 301'727 | 106'169 CHF | 38'528 CHF | 97.99% | 97.99% |
11.07.2024 | 7.58% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 899'773 | 299'924 | 114'340 CHF | 41'113 CHF | 99.43% | 99.43% |
10.07.2024 | 7.77% | 0.13 CHF | 0.14 CHF | 900'000 | 300'000 | 890'590 | 296'863 | 110'328 CHF | 39'745 CHF | 94.56% | 94.56% |
09.07.2024 | 7.93% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 109'135 CHF | 39'378 CHF | 99.12% | 99.12% |
08.07.2024 | 9.65% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 978'504 | 378'504 | 96'948 CHF | 41'102 CHF | 98.89% | 98.89% |
05.07.2024 | 8.75% | 0.11 CHF | 0.12 CHF | 900'000 | 300'000 | 904'305 | 304'305 | 99'026 CHF | 36'339 CHF | 99.58% | 99.58% |
04.07.2024 | 9.16% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 962'669 | 362'669 | 100'263 CHF | 41'268 CHF | 99.58% | 99.58% |
03.07.2024 | 8.77% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 914'545 | 314'545 | 99'736 CHF | 37'389 CHF | 99.57% | 99.57% |
02.07.2024 | 8.38% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 103'116 CHF | 37'372 CHF | 99.57% | 99.57% |