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 | 15.73% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 58'987 CHF | 34'494 CHF | 99.04% | 99.04% |
12.07.2024 | 11.70% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 469'713 | 81'072 CHF | 42'508 CHF | 99.45% | 99.45% |
11.07.2024 | 9.82% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 406'133 | 97'623 CHF | 43'601 CHF | 98.82% | 98.82% |
10.07.2024 | 8.83% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 996'353 | 396'353 | 108'223 CHF | 46'990 CHF | 98.51% | 98.51% |
09.07.2024 | 9.61% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 99'228 CHF | 43'691 CHF | 99.58% | 99.58% |
08.07.2024 | 9.78% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'519 | 97'452 CHF | 43'028 CHF | 96.25% | 96.25% |
05.07.2024 | 10.31% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'146 | 92'335 CHF | 40'947 CHF | 99.47% | 99.47% |
04.07.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 402'136 | 90'000 CHF | 40'214 CHF | 99.40% | 99.40% |
03.07.2024 | 8.98% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 106'560 CHF | 46'624 CHF | 99.58% | 99.58% |
02.07.2024 | 8.62% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 111'074 CHF | 48'430 CHF | 99.42% | 99.42% |