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 | 10.45% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 91'099 CHF | 50'549 CHF | 99.57% | 99.57% |
12.07.2024 | 9.69% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 98'329 CHF | 54'165 CHF | 99.47% | 99.47% |
11.07.2024 | 8.97% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 106'726 CHF | 58'363 CHF | 99.60% | 99.60% |
10.07.2024 | 8.96% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 106'838 CHF | 58'419 CHF | 99.59% | 99.59% |
09.07.2024 | 8.08% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 118'863 CHF | 64'431 CHF | 99.55% | 99.55% |
08.07.2024 | 8.16% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 118'414 CHF | 64'207 CHF | 99.56% | 99.56% |
05.07.2024 | 8.80% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 108'706 CHF | 59'353 CHF | 99.58% | 99.58% |
04.07.2024 | 8.68% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 110'174 CHF | 60'087 CHF | 99.58% | 99.58% |
03.07.2024 | 8.20% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 117'254 CHF | 63'627 CHF | 99.52% | 99.52% |
02.07.2024 | 7.86% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 122'450 CHF | 66'225 CHF | 99.58% | 99.58% |