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 | 10.26% | 0.09 CHF | 0.10 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 138'974 CHF | 30'795 CHF | 99.27% | 99.27% |
12.07.2024 | 10.57% | 0.09 CHF | 0.10 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 134'615 CHF | 29'923 CHF | 99.27% | 99.27% |
11.07.2024 | 9.66% | 0.10 CHF | 0.11 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 148'157 CHF | 32'631 CHF | 99.27% | 99.27% |
10.07.2024 | 12.95% | 0.08 CHF | 0.09 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 109'163 CHF | 24'833 CHF | 99.27% | 99.27% |
09.07.2024 | 11.97% | 0.08 CHF | 0.09 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 118'038 CHF | 26'608 CHF | 99.27% | 99.27% |
08.07.2024 | 10.34% | 0.08 CHF | 0.09 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 137'803 CHF | 30'561 CHF | 99.25% | 99.25% |
05.07.2024 | 8.81% | 0.10 CHF | 0.11 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 163'108 CHF | 35'622 CHF | 99.27% | 99.27% |
04.07.2024 | 8.91% | 0.11 CHF | 0.12 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 161'105 CHF | 35'221 CHF | 99.27% | 99.27% |
03.07.2024 | 9.75% | 0.11 CHF | 0.12 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 146'624 CHF | 32'325 CHF | 99.27% | 99.27% |
02.07.2024 | 12.81% | 0.08 CHF | 0.09 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 110'038 CHF | 25'008 CHF | 99.27% | 99.27% |