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 | 7.55% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 127'553 CHF | 68'777 CHF | 99.57% | 99.57% |
12.07.2024 | 8.71% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 110'023 CHF | 60'011 CHF | 99.58% | 99.58% |
11.07.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 110'180 CHF | 60'090 CHF | 99.36% | 99.36% |
10.07.2024 | 9.97% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 95'598 CHF | 52'799 CHF | 99.23% | 99.23% |
09.07.2024 | 10.60% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 89'374 CHF | 49'687 CHF | 99.31% | 99.31% |
08.07.2024 | 10.80% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 87'797 CHF | 48'898 CHF | 99.34% | 99.34% |
05.07.2024 | 10.17% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 93'548 CHF | 51'774 CHF | 99.28% | 99.28% |
04.07.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 90'000 CHF | 50'000 CHF | 99.37% | 99.37% |
03.07.2024 | 12.95% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 72'569 CHF | 41'284 CHF | 99.20% | 99.20% |
02.07.2024 | 14.76% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 63'041 CHF | 36'520 CHF | 99.37% | 99.37% |