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 | 6.66% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 145'432 CHF | 62'173 CHF | 99.58% | 99.58% |
12.07.2024 | 8.03% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 480'837 | 119'895 CHF | 62'252 CHF | 99.57% | 99.57% |
11.07.2024 | 8.35% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'136 | 115'180 CHF | 62'460 CHF | 99.35% | 99.35% |
10.07.2024 | 9.39% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 101'670 CHF | 55'835 CHF | 99.26% | 99.26% |
09.07.2024 | 10.61% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 89'355 CHF | 49'677 CHF | 99.31% | 99.31% |
08.07.2024 | 11.14% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 85'082 CHF | 47'541 CHF | 99.32% | 99.32% |
05.07.2024 | 9.51% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 100'235 CHF | 55'118 CHF | 99.24% | 99.24% |
04.07.2024 | 10.47% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 90'544 CHF | 50'272 CHF | 99.36% | 99.36% |
03.07.2024 | 13.95% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 67'620 CHF | 38'810 CHF | 99.28% | 99.28% |
02.07.2024 | 15.49% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'606 CHF | 34'803 CHF | 99.39% | 99.39% |