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 | 9.70% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 999'874 | 399'874 | 98'198 CHF | 43'270 CHF | 97.64% | 97.64% |
12.07.2024 | 9.76% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 953'239 | 353'239 | 93'800 CHF | 37'966 CHF | 85.36% | 85.36% |
11.07.2024 | 9.46% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 100'721 CHF | 44'288 CHF | 98.86% | 98.86% |
10.07.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 90'005 CHF | 40'002 CHF | 99.65% | 99.65% |
09.07.2024 | 10.39% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 91'352 CHF | 40'541 CHF | 99.47% | 99.47% |
08.07.2024 | 10.49% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 90'411 CHF | 40'164 CHF | 99.53% | 99.53% |
05.07.2024 | 10.65% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'082 | 88'989 CHF | 39'603 CHF | 99.57% | 99.57% |
04.07.2024 | 11.04% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 408'822 | 86'277 CHF | 39'304 CHF | 99.56% | 99.56% |
03.07.2024 | 9.62% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 99'087 CHF | 43'635 CHF | 99.07% | 99.07% |
02.07.2024 | 8.83% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 108'371 CHF | 47'348 CHF | 99.59% | 99.59% |