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 | 11.63% | 0.08 CHF | 0.09 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 121'609 CHF | 27'322 CHF | 99.27% | 99.27% |
12.07.2024 | 11.65% | 0.08 CHF | 0.09 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 121'353 CHF | 27'271 CHF | 99.27% | 99.27% |
11.07.2024 | 10.84% | 0.09 CHF | 0.10 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 131'242 CHF | 29'248 CHF | 99.27% | 99.27% |
10.07.2024 | 13.50% | 0.07 CHF | 0.08 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 103'828 CHF | 23'766 CHF | 99.27% | 99.27% |
09.07.2024 | 13.06% | 0.07 CHF | 0.08 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 107'754 CHF | 24'551 CHF | 99.27% | 99.27% |
08.07.2024 | 11.45% | 0.08 CHF | 0.09 CHF | 1'500'000 | 300'000 | 1'500'000 | 299'944 | 123'785 CHF | 27'751 CHF | 99.25% | 99.25% |
05.07.2024 | 9.88% | 0.09 CHF | 0.10 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 144'626 CHF | 31'925 CHF | 99.27% | 99.27% |
04.07.2024 | 10.50% | 0.10 CHF | 0.11 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 135'341 CHF | 30'068 CHF | 99.27% | 99.27% |
03.07.2024 | 10.91% | 0.09 CHF | 0.10 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 130'368 CHF | 29'074 CHF | 99.27% | 99.27% |
02.07.2024 | 13.46% | 0.07 CHF | 0.08 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 104'120 CHF | 23'824 CHF | 99.27% | 99.27% |