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 | 10.23% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 454'118 | 93'231 CHF | 46'590 CHF | 99.34% | 99.34% |
12.07.2024 | 11.20% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 84'585 CHF | 47'293 CHF | 99.33% | 99.33% |
11.07.2024 | 11.62% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 81'156 CHF | 45'578 CHF | 99.23% | 99.23% |
10.07.2024 | 9.48% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 445'902 | 100'869 CHF | 49'261 CHF | 99.38% | 99.38% |
09.07.2024 | 8.46% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 403'088 | 113'428 CHF | 49'711 CHF | 99.40% | 99.40% |
08.07.2024 | 9.06% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 425'665 | 105'840 CHF | 49'159 CHF | 99.40% | 99.40% |
05.07.2024 | 7.34% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 131'299 CHF | 56'520 CHF | 99.36% | 99.36% |
04.07.2024 | 6.98% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 138'343 CHF | 59'337 CHF | 99.37% | 99.37% |
03.07.2024 | 6.88% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 140'588 CHF | 60'235 CHF | 99.40% | 99.40% |
02.07.2024 | 7.38% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 130'607 CHF | 56'243 CHF | 99.38% | 99.38% |