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 | 11.63% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 437'093 | 81'377 CHF | 39'791 CHF | 99.47% | 99.47% |
12.07.2024 | 8.99% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 106'628 CHF | 46'651 CHF | 99.74% | 99.74% |
11.07.2024 | 12.19% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 453'951 | 77'363 CHF | 39'513 CHF | 99.11% | 99.11% |
10.07.2024 | 15.74% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'052 CHF | 34'526 CHF | 99.56% | 99.56% |
09.07.2024 | 15.50% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'591 CHF | 34'796 CHF | 99.59% | 99.59% |
08.07.2024 | 11.26% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 426'835 | 84'748 CHF | 40'184 CHF | 99.58% | 99.58% |
05.07.2024 | 8.54% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 112'527 CHF | 49'011 CHF | 99.20% | 99.20% |
04.07.2024 | 8.63% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 110'952 CHF | 48'381 CHF | 99.54% | 99.54% |
03.07.2024 | 8.58% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 111'869 CHF | 48'748 CHF | 99.53% | 99.53% |
02.07.2024 | 10.56% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 405'583 | 90'053 CHF | 40'524 CHF | 99.43% | 99.43% |