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 | 10.50% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 498'979 | 92'411 CHF | 51'063 CHF | 99.70% | 99.70% |
12.07.2024 | 9.14% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 104'609 CHF | 57'305 CHF | 96.99% | 96.99% |
11.07.2024 | 5.87% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 165'596 CHF | 70'239 CHF | 96.25% | 96.25% |
10.07.2024 | 7.37% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 1'000'000 | 483'410 | 132'054 CHF | 68'199 CHF | 99.60% | 99.60% |
09.07.2024 | 7.46% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 129'115 CHF | 69'558 CHF | 99.50% | 99.50% |
08.07.2024 | 7.36% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 130'893 CHF | 70'447 CHF | 99.57% | 99.57% |
05.07.2024 | 7.21% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 495'179 | 133'790 CHF | 71'172 CHF | 99.21% | 99.21% |
04.07.2024 | 7.10% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 496'600 | 135'992 CHF | 72'483 CHF | 99.58% | 99.58% |
03.07.2024 | 6.85% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 423'254 | 141'398 CHF | 63'859 CHF | 99.32% | 99.32% |
02.07.2024 | 6.38% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 401'119 | 152'015 CHF | 64'974 CHF | 99.60% | 99.60% |