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 | 12.17% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 77'577 CHF | 43'789 CHF | 99.57% | 99.57% |
12.07.2024 | 11.02% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 86'278 CHF | 48'139 CHF | 99.49% | 99.49% |
11.07.2024 | 10.12% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 497'491 | 94'019 CHF | 51'734 CHF | 99.59% | 99.59% |
10.07.2024 | 9.96% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 95'653 CHF | 52'826 CHF | 99.59% | 99.59% |
09.07.2024 | 8.63% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 404'303 | 111'022 CHF | 48'882 CHF | 99.55% | 99.55% |
08.07.2024 | 8.76% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 418'032 | 110'817 CHF | 50'311 CHF | 99.55% | 99.55% |
05.07.2024 | 9.61% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 498'969 | 99'144 CHF | 54'459 CHF | 99.57% | 99.57% |
04.07.2024 | 9.09% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 439'535 | 105'187 CHF | 50'424 CHF | 99.58% | 99.58% |
03.07.2024 | 8.88% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 421'377 | 107'748 CHF | 49'438 CHF | 99.51% | 99.51% |
02.07.2024 | 7.96% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 120'854 CHF | 52'342 CHF | 99.58% | 99.58% |