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 | 14.80% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 63'165 CHF | 36'583 CHF | 98.99% | 98.99% |
12.07.2024 | 13.90% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 67'245 CHF | 38'623 CHF | 98.76% | 98.76% |
11.07.2024 | 10.02% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 95'131 CHF | 52'566 CHF | 97.77% | 97.77% |
10.07.2024 | 9.63% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 98'975 CHF | 54'488 CHF | 99.03% | 99.03% |
09.07.2024 | 9.36% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 102'444 CHF | 56'222 CHF | 99.05% | 99.05% |
08.07.2024 | 9.50% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 100'335 CHF | 55'168 CHF | 98.93% | 98.93% |
05.07.2024 | 9.54% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 99'811 CHF | 54'905 CHF | 98.93% | 98.93% |
04.07.2024 | 9.39% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 101'622 CHF | 55'811 CHF | 99.38% | 99.38% |
03.07.2024 | 8.21% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 117'005 CHF | 63'503 CHF | 98.84% | 98.84% |
02.07.2024 | 9.94% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 96'208 CHF | 53'104 CHF | 98.96% | 98.96% |