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 | 11.39% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 83'048 CHF | 46'524 CHF | 99.29% | 99.29% |
12.07.2024 | 10.61% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'974 | 89'365 CHF | 49'680 CHF | 99.38% | 99.38% |
11.07.2024 | 11.78% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 79'917 CHF | 44'959 CHF | 99.36% | 99.36% |
10.07.2024 | 10.57% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 89'660 CHF | 49'830 CHF | 99.35% | 99.35% |
09.07.2024 | 10.29% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'315 | 92'450 CHF | 51'149 CHF | 99.34% | 99.34% |
08.07.2024 | 7.75% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 124'205 CHF | 53'682 CHF | 99.31% | 99.31% |
05.07.2024 | 6.97% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 138'655 CHF | 59'462 CHF | 99.34% | 99.34% |
04.07.2024 | 6.91% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 139'849 CHF | 59'940 CHF | 99.37% | 99.37% |
03.07.2024 | 7.24% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 133'287 CHF | 57'315 CHF | 99.40% | 99.40% |
02.07.2024 | 7.88% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'418 | 122'219 CHF | 52'938 CHF | 99.43% | 99.43% |