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 | 8.12% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 118'712 CHF | 51'485 CHF | 99.62% | 99.62% |
12.07.2024 | 10.16% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 453'801 | 93'648 CHF | 46'822 CHF | 99.46% | 99.46% |
11.07.2024 | 7.90% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 121'756 CHF | 52'702 CHF | 99.14% | 99.14% |
10.07.2024 | 6.37% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 906'853 | 306'853 | 138'330 CHF | 49'818 CHF | 99.58% | 99.58% |
09.07.2024 | 6.40% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 136'356 CHF | 48'452 CHF | 99.51% | 99.51% |
08.07.2024 | 7.96% | 0.14 CHF | 0.15 CHF | 900'000 | 300'000 | 992'924 | 392'924 | 120'323 CHF | 51'464 CHF | 99.57% | 99.57% |
05.07.2024 | 9.35% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 441'149 | 102'146 CHF | 49'377 CHF | 99.30% | 99.30% |
04.07.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 109'898 CHF | 47'959 CHF | 99.52% | 99.52% |
03.07.2024 | 8.81% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 408'650 | 108'731 CHF | 48'444 CHF | 99.47% | 99.47% |
02.07.2024 | 7.35% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 131'322 CHF | 56'529 CHF | 99.60% | 99.60% |