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% | 0.07 CHF | 0.08 CHF | 1'000'000 | 250'000 | 1'000'000 | 217'453 | 82'067 CHF | 19'818 CHF | 99.38% | 99.38% |
12.07.2024 | 11.50% | 0.09 CHF | 0.10 CHF | 1'000'000 | 200'000 | 1'000'000 | 236'184 | 82'171 CHF | 21'678 CHF | 99.38% | 99.38% |
11.07.2024 | 11.40% | 0.08 CHF | 0.09 CHF | 1'000'000 | 250'000 | 1'000'000 | 239'577 | 82'973 CHF | 22'201 CHF | 99.36% | 99.36% |
10.07.2024 | 10.63% | 0.08 CHF | 0.09 CHF | 1'000'000 | 250'000 | 1'000'000 | 211'155 | 89'479 CHF | 20'909 CHF | 99.37% | 99.37% |
09.07.2024 | 9.25% | 0.09 CHF | 0.10 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 103'724 CHF | 22'745 CHF | 99.38% | 99.38% |
08.07.2024 | 11.38% | 0.08 CHF | 0.09 CHF | 1'000'000 | 250'000 | 1'000'000 | 240'978 | 83'121 CHF | 22'369 CHF | 99.37% | 99.37% |
05.07.2024 | 10.59% | 0.09 CHF | 0.10 CHF | 1'000'000 | 250'000 | 1'000'000 | 219'587 | 89'793 CHF | 21'819 CHF | 99.37% | 99.37% |
04.07.2024 | 16.38% | 0.06 CHF | 0.07 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 56'533 CHF | 16'633 CHF | 98.82% | 98.82% |
03.07.2024 | 14.17% | 0.06 CHF | 0.07 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 65'952 CHF | 18'988 CHF | 99.38% | 99.38% |
02.07.2024 | 15.24% | 0.07 CHF | 0.08 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 60'714 CHF | 17'679 CHF | 99.38% | 99.38% |