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 | 6.06% | 0.18 CHF | 0.19 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 160'664 CHF | 85'332 CHF | 98.85% | 98.85% |
12.07.2024 | 8.72% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 110'735 CHF | 60'367 CHF | 99.01% | 99.01% |
11.07.2024 | 5.50% | 0.18 CHF | 0.19 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 177'124 CHF | 93'562 CHF | 98.42% | 98.42% |
10.07.2024 | 5.59% | 0.17 CHF | 0.18 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 174'197 CHF | 92'098 CHF | 99.06% | 99.06% |
09.07.2024 | 6.78% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 142'695 CHF | 76'347 CHF | 98.77% | 98.77% |
08.07.2024 | 7.59% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 127'127 CHF | 68'563 CHF | 98.97% | 98.97% |
05.07.2024 | 7.35% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 131'179 CHF | 70'590 CHF | 98.81% | 98.81% |
04.07.2024 | 7.97% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 120'530 CHF | 65'265 CHF | 99.38% | 99.38% |
03.07.2024 | 10.01% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 96'172 CHF | 53'086 CHF | 98.91% | 98.91% |
02.07.2024 | 19.08% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'387 CHF | 30'194 CHF | 97.31% | 97.31% |