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 | 8.73% | 0.11 CHF | 0.12 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 109'580 CHF | 71'748 CHF | 99.17% | 99.17% |
12.07.2024 | 8.74% | 0.10 CHF | 0.11 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 109'477 CHF | 71'686 CHF | 99.17% | 99.17% |
11.07.2024 | 8.90% | 0.10 CHF | 0.11 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 107'564 CHF | 70'538 CHF | 99.17% | 99.17% |
10.07.2024 | 9.51% | 0.10 CHF | 0.11 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 100'169 CHF | 66'102 CHF | 99.16% | 99.16% |
09.07.2024 | 11.74% | 0.08 CHF | 0.09 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 80'177 CHF | 54'106 CHF | 99.17% | 99.17% |
08.07.2024 | 12.70% | 0.07 CHF | 0.08 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 74'015 CHF | 50'409 CHF | 99.15% | 99.15% |
05.07.2024 | 12.84% | 0.07 CHF | 0.08 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 73'152 CHF | 49'891 CHF | 99.16% | 99.16% |
04.07.2024 | 13.40% | 0.07 CHF | 0.08 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 69'692 CHF | 47'815 CHF | 99.17% | 99.17% |
03.07.2024 | 14.44% | 0.06 CHF | 0.07 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 64'601 CHF | 44'760 CHF | 99.17% | 99.17% |
02.07.2024 | 15.36% | 0.06 CHF | 0.07 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 60'136 CHF | 42'082 CHF | 99.16% | 99.16% |