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 | 9.25% | 0.10 CHF | 0.11 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 103'361 CHF | 28'340 CHF | 99.38% | 99.38% |
12.07.2024 | 9.47% | 0.11 CHF | 0.12 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 100'950 CHF | 27'737 CHF | 99.37% | 99.37% |
11.07.2024 | 10.24% | 0.11 CHF | 0.12 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 92'868 CHF | 25'717 CHF | 99.37% | 99.37% |
10.07.2024 | 11.56% | 0.08 CHF | 0.09 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 81'636 CHF | 22'909 CHF | 99.38% | 99.38% |
09.07.2024 | 10.48% | 0.08 CHF | 0.09 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 90'600 CHF | 25'150 CHF | 99.38% | 99.38% |
08.07.2024 | 10.14% | 0.09 CHF | 0.10 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 93'883 CHF | 25'971 CHF | 99.38% | 99.38% |
05.07.2024 | 8.78% | 0.11 CHF | 0.12 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 109'139 CHF | 29'785 CHF | 99.38% | 99.38% |
04.07.2024 | 8.98% | 0.10 CHF | 0.11 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 106'577 CHF | 29'144 CHF | 98.59% | 98.59% |
03.07.2024 | 9.67% | 0.10 CHF | 0.11 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 98'570 CHF | 27'143 CHF | 99.38% | 99.38% |
02.07.2024 | 10.82% | 0.09 CHF | 0.10 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 87'655 CHF | 24'414 CHF | 99.37% | 99.37% |