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 | 12.82% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 73'464 CHF | 41'732 CHF | 98.71% | 98.71% |
12.07.2024 | 9.54% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 99'864 CHF | 54'932 CHF | 95.78% | 95.78% |
11.07.2024 | 10.84% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 88'003 CHF | 49'002 CHF | 98.89% | 98.89% |
10.07.2024 | 11.79% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 79'858 CHF | 44'929 CHF | 97.78% | 97.78% |
09.07.2024 | 11.66% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 81'158 CHF | 45'579 CHF | 99.04% | 99.04% |
08.07.2024 | 11.02% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 85'976 CHF | 47'988 CHF | 96.86% | 96.86% |
05.07.2024 | 10.36% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 91'676 CHF | 50'838 CHF | 96.11% | 96.11% |
04.07.2024 | 11.76% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'037 CHF | 45'018 CHF | 95.91% | 95.91% |
03.07.2024 | 13.08% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 71'594 CHF | 40'797 CHF | 98.55% | 98.55% |
02.07.2024 | 12.42% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 75'847 CHF | 42'923 CHF | 98.68% | 98.68% |