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 | 8.30% | 0.10 CHF | 0.11 CHF | 900'000 | 300'000 | 911'766 | 311'766 | 105'569 CHF | 39'092 CHF | 94.76% | 94.76% |
12.07.2024 | 8.10% | 0.11 CHF | 0.12 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 106'688 CHF | 38'563 CHF | 99.28% | 99.28% |
11.07.2024 | 8.04% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 107'493 CHF | 38'831 CHF | 98.24% | 98.24% |
10.07.2024 | 10.42% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 91'023 CHF | 40'409 CHF | 99.43% | 99.43% |
09.07.2024 | 11.66% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 80'863 CHF | 36'345 CHF | 99.35% | 99.35% |
08.07.2024 | 11.70% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 80'508 CHF | 36'203 CHF | 98.70% | 98.70% |
05.07.2024 | 12.07% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'979 | 78'066 CHF | 35'305 CHF | 98.77% | 98.77% |
04.07.2024 | 11.76% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 80'000 CHF | 36'000 CHF | 99.38% | 99.38% |
03.07.2024 | 12.05% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 78'160 CHF | 35'264 CHF | 99.27% | 99.27% |
02.07.2024 | 11.64% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 81'037 CHF | 36'415 CHF | 99.30% | 99.30% |