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 | 10.68% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 89'056 CHF | 49'528 CHF | 99.55% | 99.55% |
12.07.2024 | 8.84% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 108'402 CHF | 59'201 CHF | 99.48% | 99.48% |
11.07.2024 | 10.95% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 86'589 CHF | 48'295 CHF | 99.07% | 99.07% |
10.07.2024 | 13.33% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'353 CHF | 40'176 CHF | 99.59% | 99.59% |
09.07.2024 | 13.38% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 999'979 | 500'000 | 69'790 CHF | 39'896 CHF | 99.58% | 99.58% |
08.07.2024 | 10.30% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 92'595 CHF | 51'298 CHF | 99.58% | 99.58% |
05.07.2024 | 8.51% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 112'893 CHF | 61'446 CHF | 99.32% | 99.32% |
04.07.2024 | 8.57% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 111'813 CHF | 60'906 CHF | 99.52% | 99.52% |
03.07.2024 | 8.48% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'766 | 113'099 CHF | 61'519 CHF | 99.56% | 99.56% |
02.07.2024 | 9.92% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 96'074 CHF | 53'037 CHF | 99.57% | 99.57% |