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 | 12.66% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 74'265 CHF | 42'132 CHF | 99.60% | 99.60% |
12.07.2024 | 10.69% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 88'639 CHF | 49'320 CHF | 96.66% | 96.66% |
11.07.2024 | 9.83% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 487'225 | 97'938 CHF | 52'436 CHF | 91.14% | 91.14% |
10.07.2024 | 7.21% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 134'102 CHF | 57'641 CHF | 99.58% | 99.58% |
09.07.2024 | 7.43% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 130'518 CHF | 56'207 CHF | 96.48% | 96.48% |
08.07.2024 | 8.17% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 117'688 CHF | 51'075 CHF | 99.59% | 99.59% |
05.07.2024 | 7.01% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 137'825 CHF | 59'130 CHF | 98.02% | 98.02% |
04.07.2024 | 7.23% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 133'551 CHF | 57'420 CHF | 99.58% | 99.58% |
03.07.2024 | 7.44% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 129'452 CHF | 55'781 CHF | 99.40% | 99.40% |
02.07.2024 | 7.90% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 121'640 CHF | 52'656 CHF | 97.49% | 97.49% |