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 | 9.60% | 0.10 CHF | 0.11 CHF | 1'000'000 | 50'000 | 1'000'000 | 50'000 | 99'259 CHF | 5'463 CHF | 99.27% | 99.27% |
12.07.2024 | 10.66% | 0.09 CHF | 0.10 CHF | 1'000'000 | 50'000 | 1'000'000 | 50'000 | 88'874 CHF | 4'944 CHF | 99.27% | 99.27% |
11.07.2024 | 11.27% | 0.08 CHF | 0.09 CHF | 1'000'000 | 50'000 | 1'000'000 | 50'000 | 83'963 CHF | 4'698 CHF | 99.27% | 99.27% |
10.07.2024 | 11.09% | 0.09 CHF | 0.10 CHF | 1'000'000 | 50'000 | 1'000'000 | 49'973 | 85'357 CHF | 4'765 CHF | 99.27% | 99.27% |
09.07.2024 | 11.75% | 0.08 CHF | 0.09 CHF | 1'000'000 | 50'000 | 1'000'000 | 50'000 | 80'170 CHF | 4'508 CHF | 99.27% | 99.27% |
08.07.2024 | 11.59% | 0.08 CHF | 0.09 CHF | 1'000'000 | 50'000 | 1'000'000 | 50'000 | 81'413 CHF | 4'571 CHF | 99.22% | 99.22% |
05.07.2024 | 11.80% | 0.09 CHF | 0.10 CHF | 1'000'000 | 50'000 | 1'000'000 | 50'000 | 79'801 CHF | 4'490 CHF | 99.27% | 99.27% |
04.07.2024 | 12.28% | 0.08 CHF | 0.09 CHF | 1'000'000 | 50'000 | 1'000'000 | 50'000 | 76'447 CHF | 4'322 CHF | 99.27% | 99.27% |
03.07.2024 | 11.10% | 0.08 CHF | 0.09 CHF | 1'000'000 | 50'000 | 1'000'000 | 50'000 | 85'480 CHF | 4'774 CHF | 99.27% | 99.27% |
02.07.2024 | 9.99% | 0.10 CHF | 0.11 CHF | 1'000'000 | 50'000 | 1'000'000 | 50'000 | 95'600 CHF | 5'280 CHF | 90.87% | 90.87% |