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 | 11.97% | 0.08 CHF | 0.09 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 118'111 CHF | 17'748 CHF | 99.27% | 99.27% |
12.07.2024 | 10.58% | 0.09 CHF | 0.10 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 134'692 CHF | 19'959 CHF | 99.27% | 99.27% |
11.07.2024 | 10.07% | 0.10 CHF | 0.11 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 141'942 CHF | 20'926 CHF | 99.27% | 99.27% |
10.07.2024 | 10.93% | 0.09 CHF | 0.10 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 130'271 CHF | 19'370 CHF | 99.27% | 99.27% |
09.07.2024 | 9.59% | 0.10 CHF | 0.11 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 149'203 CHF | 21'894 CHF | 99.27% | 99.27% |
08.07.2024 | 11.75% | 0.08 CHF | 0.09 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 120'372 CHF | 18'050 CHF | 99.24% | 99.24% |
05.07.2024 | 12.26% | 0.08 CHF | 0.09 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 115'846 CHF | 17'446 CHF | 99.27% | 99.27% |
04.07.2024 | 9.43% | 0.10 CHF | 0.11 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 151'816 CHF | 22'242 CHF | 99.27% | 99.27% |
03.07.2024 | 9.60% | 0.10 CHF | 0.11 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 149'097 CHF | 21'880 CHF | 99.27% | 99.27% |
02.07.2024 | 10.15% | 0.09 CHF | 0.10 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 140'571 CHF | 20'743 CHF | 99.27% | 99.27% |