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 | 11.82% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 467'577 | 79'783 CHF | 41'912 CHF | 99.61% | 99.61% |
12.07.2024 | 11.69% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 466'372 | 80'567 CHF | 42'200 CHF | 99.56% | 99.56% |
11.07.2024 | 11.95% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 78'841 CHF | 44'420 CHF | 99.47% | 99.47% |
10.07.2024 | 12.85% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 73'072 CHF | 41'536 CHF | 99.60% | 99.60% |
09.07.2024 | 13.78% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 67'923 CHF | 38'961 CHF | 99.58% | 99.58% |
08.07.2024 | 8.59% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 112'372 CHF | 48'949 CHF | 99.55% | 99.55% |
05.07.2024 | 7.55% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 127'658 CHF | 55'063 CHF | 99.42% | 99.42% |
04.07.2024 | 7.08% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 136'506 CHF | 58'603 CHF | 99.58% | 99.58% |
03.07.2024 | 9.00% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 402'563 | 106'355 CHF | 46'802 CHF | 99.57% | 99.57% |
02.07.2024 | 12.70% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 74'051 CHF | 42'026 CHF | 99.60% | 99.60% |