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 | 8.03% | 0.12 CHF | 0.13 CHF | 1'000'000 | 1'000'000 | 429'052 | 429'052 | 52'323 CHF | 56'633 CHF | 98.97% | 98.97% |
12.07.2024 | 9.23% | 0.11 CHF | 0.12 CHF | 1'000'000 | 1'000'000 | 442'510 | 442'510 | 48'461 CHF | 52'906 CHF | 100.00% | 100.00% |
11.07.2024 | 8.93% | 0.11 CHF | 0.12 CHF | 1'000'000 | 1'000'000 | 434'905 | 434'905 | 47'743 CHF | 52'133 CHF | 99.83% | 99.83% |
10.07.2024 | 9.06% | 0.11 CHF | 0.12 CHF | 1'000'000 | 1'000'000 | 439'010 | 439'010 | 47'713 CHF | 52'135 CHF | 99.92% | 99.92% |
09.07.2024 | 8.37% | 0.12 CHF | 0.13 CHF | 1'000'000 | 1'000'000 | 434'855 | 434'855 | 52'208 CHF | 56'583 CHF | 99.64% | 99.64% |
08.07.2024 | 10.08% | 0.12 CHF | 0.13 CHF | 1'000'000 | 1'000'000 | 448'639 | 448'639 | 46'349 CHF | 50'861 CHF | 99.93% | 99.93% |
05.07.2024 | 10.50% | 0.09 CHF | 0.10 CHF | 1'000'000 | 1'000'000 | 453'442 | 453'442 | 41'974 CHF | 46'524 CHF | 99.72% | 99.72% |
04.07.2024 | 10.31% | 0.09 CHF | 0.10 CHF | 400'000 | 400'000 | 330'313 | 330'313 | 30'389 CHF | 33'692 CHF | 98.72% | 98.72% |
03.07.2024 | 10.64% | 0.09 CHF | 0.10 CHF | 1'000'000 | 1'000'000 | 454'690 | 454'690 | 41'407 CHF | 45'974 CHF | 98.78% | 98.78% |
02.07.2024 | 11.67% | 0.10 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 449'671 | 449'671 | 38'778 CHF | 43'295 CHF | 100.00% | 100.00% |