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 | 7.04% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 137'538 CHF | 59'015 CHF | 98.42% | 98.42% |
12.07.2024 | 6.87% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 140'604 CHF | 60'241 CHF | 96.50% | 96.50% |
11.07.2024 | 7.95% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 401'187 | 120'932 CHF | 52'522 CHF | 93.77% | 93.77% |
10.07.2024 | 9.36% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 498'245 | 102'006 CHF | 55'783 CHF | 96.51% | 96.51% |
09.07.2024 | 9.54% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 100'149 CHF | 55'075 CHF | 97.31% | 97.31% |
08.07.2024 | 8.58% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 472'505 | 111'871 CHF | 57'361 CHF | 98.50% | 98.50% |
05.07.2024 | 10.63% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 89'196 CHF | 49'598 CHF | 97.99% | 97.99% |
04.07.2024 | 10.31% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 92'264 CHF | 51'132 CHF | 99.36% | 99.36% |
03.07.2024 | 8.33% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 447'840 | 115'815 CHF | 56'127 CHF | 97.70% | 97.70% |
02.07.2024 | 8.09% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 434'129 | 118'642 CHF | 55'758 CHF | 97.91% | 97.91% |