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 | 9.48% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 498'413 | 100'522 CHF | 55'076 CHF | 99.60% | 99.60% |
12.07.2024 | 9.70% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 98'193 CHF | 54'096 CHF | 99.45% | 99.45% |
11.07.2024 | 8.74% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 421'419 | 109'699 CHF | 50'304 CHF | 99.02% | 99.02% |
10.07.2024 | 8.06% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 119'298 CHF | 51'719 CHF | 99.59% | 99.59% |
09.07.2024 | 7.36% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 130'956 CHF | 56'382 CHF | 99.55% | 99.55% |
08.07.2024 | 8.42% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 114'003 CHF | 49'601 CHF | 99.54% | 99.54% |
05.07.2024 | 7.65% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 125'927 CHF | 54'371 CHF | 99.52% | 99.52% |
04.07.2024 | 7.68% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 125'369 CHF | 54'148 CHF | 99.56% | 99.56% |
03.07.2024 | 8.95% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 475'553 | 107'234 CHF | 55'513 CHF | 99.53% | 99.53% |
02.07.2024 | 8.63% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 450'308 | 110'967 CHF | 54'424 CHF | 99.32% | 99.32% |