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 | 7.45% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 129'507 CHF | 55'803 CHF | 99.17% | 99.17% |
12.07.2024 | 7.17% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 134'829 CHF | 57'932 CHF | 99.17% | 99.17% |
11.07.2024 | 7.43% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 129'847 CHF | 55'939 CHF | 99.17% | 99.17% |
10.07.2024 | 7.98% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 402'650 | 120'419 CHF | 52'482 CHF | 99.16% | 99.16% |
09.07.2024 | 10.78% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 87'987 CHF | 48'993 CHF | 99.17% | 99.17% |
08.07.2024 | 12.13% | 0.07 CHF | 0.08 CHF | 1'000'000 | 600'000 | 1'000'000 | 565'827 | 77'703 CHF | 49'546 CHF | 99.15% | 99.15% |
05.07.2024 | 12.11% | 0.07 CHF | 0.08 CHF | 1'000'000 | 600'000 | 1'000'000 | 598'775 | 77'845 CHF | 52'588 CHF | 99.16% | 99.16% |
04.07.2024 | 13.40% | 0.08 CHF | 0.09 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 69'674 CHF | 47'805 CHF | 99.17% | 99.17% |
03.07.2024 | 14.96% | 0.06 CHF | 0.07 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 62'115 CHF | 43'269 CHF | 99.17% | 99.17% |
02.07.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 60'000 CHF | 42'000 CHF | 99.16% | 99.16% |