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 | 9.93% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 95'958 CHF | 52'979 CHF | 99.10% | 99.10% |
12.07.2024 | 9.63% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 98'941 CHF | 54'471 CHF | 98.88% | 98.88% |
11.07.2024 | 10.89% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 87'045 CHF | 48'522 CHF | 99.02% | 99.02% |
10.07.2024 | 11.27% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 84'037 CHF | 47'018 CHF | 99.11% | 99.11% |
09.07.2024 | 11.51% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 82'050 CHF | 46'025 CHF | 99.12% | 99.12% |
08.07.2024 | 7.52% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 128'084 CHF | 55'234 CHF | 99.11% | 99.11% |
05.07.2024 | 7.01% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 999'929 | 400'000 | 137'748 CHF | 59'103 CHF | 98.74% | 98.74% |
04.07.2024 | 7.25% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 133'177 CHF | 57'271 CHF | 98.78% | 98.78% |
03.07.2024 | 7.43% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 129'660 CHF | 55'864 CHF | 99.06% | 99.06% |
02.07.2024 | 8.64% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 110'744 CHF | 60'372 CHF | 99.16% | 99.16% |