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 | 9.52% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 100'000 CHF | 55'000 CHF | 94.96% | 94.96% |
12.07.2024 | 9.23% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 103'562 CHF | 56'781 CHF | 96.28% | 96.28% |
11.07.2024 | 9.53% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 99'902 CHF | 54'951 CHF | 98.11% | 98.11% |
10.07.2024 | 10.60% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 89'999 CHF | 50'000 CHF | 98.05% | 98.05% |
09.07.2024 | 9.85% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 96'774 CHF | 53'387 CHF | 98.03% | 98.03% |
08.07.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 99'993 CHF | 54'996 CHF | 97.16% | 97.16% |
05.07.2024 | 8.75% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 109'575 CHF | 59'787 CHF | 98.23% | 98.23% |
04.07.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 110'018 CHF | 60'009 CHF | 97.80% | 97.80% |
03.07.2024 | 9.38% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 101'695 CHF | 55'848 CHF | 97.58% | 97.58% |
02.07.2024 | 10.50% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 90'230 CHF | 50'115 CHF | 97.22% | 97.22% |