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 | 10.24% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 93'199 CHF | 51'600 CHF | 96.42% | 96.42% |
12.07.2024 | 10.20% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 93'310 CHF | 51'655 CHF | 97.71% | 97.71% |
11.07.2024 | 10.15% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 93'800 CHF | 51'900 CHF | 97.90% | 97.90% |
10.07.2024 | 11.68% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'837 CHF | 45'419 CHF | 96.84% | 96.84% |
09.07.2024 | 11.77% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 79'956 CHF | 44'978 CHF | 94.89% | 94.89% |
08.07.2024 | 11.23% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 84'300 CHF | 47'150 CHF | 95.84% | 95.84% |
05.07.2024 | 10.35% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 91'790 CHF | 50'895 CHF | 97.73% | 97.73% |
04.07.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 100'000 CHF | 55'000 CHF | 90.55% | 90.55% |
03.07.2024 | 10.46% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 90'626 CHF | 50'313 CHF | 95.89% | 95.89% |
02.07.2024 | 12.54% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 75'029 CHF | 42'514 CHF | 98.90% | 98.90% |