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 | 7.73% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 124'706 CHF | 67'353 CHF | 98.65% | 98.65% |
12.07.2024 | 7.40% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 130'105 CHF | 70'053 CHF | 96.15% | 96.15% |
11.07.2024 | 8.63% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 110'971 CHF | 60'486 CHF | 93.84% | 93.84% |
10.07.2024 | 9.90% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 96'471 CHF | 53'235 CHF | 96.59% | 96.59% |
09.07.2024 | 9.74% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 97'825 CHF | 53'912 CHF | 97.32% | 97.32% |
08.07.2024 | 9.12% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 104'929 CHF | 57'465 CHF | 98.36% | 98.36% |
05.07.2024 | 11.16% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 84'888 CHF | 47'444 CHF | 96.90% | 96.90% |
04.07.2024 | 10.81% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 87'745 CHF | 48'873 CHF | 99.37% | 99.37% |
03.07.2024 | 8.99% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 106'769 CHF | 58'385 CHF | 96.26% | 96.26% |
02.07.2024 | 8.80% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 108'775 CHF | 59'388 CHF | 97.41% | 97.41% |