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 | 6.59% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 449'750 | 147'062 CHF | 70'350 CHF | 97.89% | 97.89% |
12.07.2024 | 8.38% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 114'713 CHF | 62'356 CHF | 99.00% | 99.00% |
11.07.2024 | 10.11% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 94'466 CHF | 52'233 CHF | 97.29% | 97.29% |
10.07.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 90'000 CHF | 50'000 CHF | 89.36% | 89.36% |
09.07.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 90'000 CHF | 50'000 CHF | 99.36% | 99.36% |
08.07.2024 | 10.47% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 90'580 CHF | 50'290 CHF | 97.49% | 97.49% |
05.07.2024 | 10.41% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 91'126 CHF | 50'563 CHF | 96.93% | 96.93% |
04.07.2024 | 9.68% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 98'455 CHF | 54'228 CHF | 99.37% | 99.37% |
03.07.2024 | 9.62% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 99'065 CHF | 54'533 CHF | 97.63% | 97.63% |
02.07.2024 | 10.30% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 92'268 CHF | 51'134 CHF | 94.69% | 94.69% |