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 | 11.09% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 85'499 CHF | 47'749 CHF | 98.90% | 98.90% |
12.07.2024 | 10.55% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 89'829 CHF | 49'915 CHF | 99.03% | 99.03% |
11.07.2024 | 8.68% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 110'418 CHF | 60'209 CHF | 97.88% | 97.88% |
10.07.2024 | 8.38% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 114'524 CHF | 62'262 CHF | 99.24% | 99.24% |
09.07.2024 | 8.04% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 119'711 CHF | 64'856 CHF | 99.04% | 99.04% |
08.07.2024 | 8.60% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 111'352 CHF | 60'676 CHF | 98.93% | 98.93% |
05.07.2024 | 8.08% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 118'794 CHF | 64'397 CHF | 99.14% | 99.14% |
04.07.2024 | 8.24% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 116'636 CHF | 63'318 CHF | 99.37% | 99.37% |
03.07.2024 | 7.48% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 128'739 CHF | 69'370 CHF | 99.00% | 99.00% |
02.07.2024 | 8.53% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 112'374 CHF | 61'187 CHF | 99.05% | 99.05% |