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 | 9.10% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 105'119 CHF | 57'560 CHF | 96.72% | 96.72% |
12.07.2024 | 8.27% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 495'185 | 116'052 CHF | 62'400 CHF | 98.94% | 98.94% |
11.07.2024 | 8.45% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 477'711 | 113'514 CHF | 58'859 CHF | 99.01% | 99.01% |
10.07.2024 | 7.93% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 121'100 CHF | 52'440 CHF | 96.62% | 96.62% |
09.07.2024 | 7.77% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 123'854 CHF | 53'542 CHF | 98.07% | 98.07% |
08.07.2024 | 7.39% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 130'542 CHF | 56'217 CHF | 98.80% | 98.80% |
05.07.2024 | 6.03% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 991'657 | 391'657 | 159'405 CHF | 66'844 CHF | 94.94% | 94.94% |
04.07.2024 | 5.98% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 986'087 | 386'087 | 159'937 CHF | 66'417 CHF | 98.65% | 98.65% |
03.07.2024 | 5.71% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 964'866 | 364'866 | 164'266 CHF | 65'705 CHF | 99.06% | 99.06% |
02.07.2024 | 5.62% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 941'445 | 341'445 | 163'036 CHF | 62'267 CHF | 98.63% | 98.63% |