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 | 11.49% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 82'219 CHF | 46'109 CHF | 98.85% | 98.85% |
12.07.2024 | 11.98% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 78'638 CHF | 44'319 CHF | 98.81% | 98.81% |
11.07.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'000 CHF | 35'000 CHF | 99.30% | 99.30% |
10.07.2024 | 15.48% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'670 CHF | 34'835 CHF | 98.38% | 98.38% |
09.07.2024 | 14.36% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 64'982 CHF | 37'491 CHF | 97.73% | 97.73% |
08.07.2024 | 12.19% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 77'269 CHF | 43'634 CHF | 97.51% | 97.51% |
05.07.2024 | 10.78% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 87'936 CHF | 48'968 CHF | 98.30% | 98.30% |
04.07.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 89'978 CHF | 49'989 CHF | 94.22% | 94.22% |
03.07.2024 | 10.54% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 89'861 CHF | 49'931 CHF | 99.38% | 99.38% |
02.07.2024 | 11.98% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 78'623 CHF | 44'312 CHF | 99.01% | 99.01% |