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 | 9.33% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 102'669 CHF | 56'334 CHF | 99.42% | 99.42% |
12.07.2024 | 8.58% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 494'784 | 111'670 CHF | 60'157 CHF | 99.31% | 99.31% |
11.07.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 110'007 CHF | 60'004 CHF | 99.34% | 99.34% |
10.07.2024 | 10.29% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 92'404 CHF | 51'202 CHF | 99.40% | 99.40% |
09.07.2024 | 10.90% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 87'005 CHF | 48'502 CHF | 99.35% | 99.35% |
08.07.2024 | 10.60% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 89'535 CHF | 49'768 CHF | 99.36% | 99.36% |
05.07.2024 | 11.77% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 79'983 CHF | 44'992 CHF | 99.40% | 99.40% |
04.07.2024 | 12.13% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 77'701 CHF | 43'851 CHF | 99.37% | 99.37% |
03.07.2024 | 12.47% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 75'528 CHF | 42'764 CHF | 99.39% | 99.39% |
02.07.2024 | 11.76% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'000 CHF | 45'000 CHF | 99.38% | 99.38% |