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 | 8.17% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 117'550 CHF | 63'775 CHF | 97.34% | 97.34% |
12.07.2024 | 7.31% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 132'103 CHF | 71'052 CHF | 99.41% | 99.41% |
11.07.2024 | 8.61% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 111'417 CHF | 60'709 CHF | 99.23% | 99.23% |
10.07.2024 | 9.67% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 98'497 CHF | 54'249 CHF | 99.23% | 99.23% |
09.07.2024 | 10.34% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 91'937 CHF | 50'969 CHF | 98.96% | 98.96% |
08.07.2024 | 9.63% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 98'933 CHF | 54'466 CHF | 99.31% | 99.31% |
05.07.2024 | 10.55% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 89'845 CHF | 49'923 CHF | 99.43% | 99.43% |
04.07.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 90'000 CHF | 50'000 CHF | 99.50% | 99.50% |
03.07.2024 | 10.29% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 92'330 CHF | 51'165 CHF | 97.84% | 97.84% |
02.07.2024 | 11.05% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 85'767 CHF | 47'884 CHF | 99.07% | 99.07% |