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 | 10.22% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 93'735 CHF | 51'868 CHF | 97.41% | 97.41% |
12.07.2024 | 9.05% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 106'043 CHF | 58'021 CHF | 99.45% | 99.45% |
11.07.2024 | 11.46% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 82'524 CHF | 46'262 CHF | 99.15% | 99.15% |
10.07.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'015 CHF | 40'007 CHF | 99.24% | 99.24% |
09.07.2024 | 12.91% | 0.07 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 72'671 CHF | 41'335 CHF | 78.89% | 99.01% |
08.07.2024 | 11.82% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 79'658 CHF | 44'829 CHF | 99.42% | 99.42% |
05.07.2024 | 12.04% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 78'250 CHF | 44'125 CHF | 99.38% | 99.38% |
04.07.2024 | 12.24% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 76'940 CHF | 43'470 CHF | 99.53% | 99.53% |
03.07.2024 | 11.21% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 84'577 CHF | 47'289 CHF | 97.86% | 97.86% |
02.07.2024 | 12.46% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 75'605 CHF | 42'803 CHF | 99.03% | 99.03% |