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 | 10.66% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 88'941 CHF | 49'471 CHF | 99.57% | 99.57% |
12.07.2024 | 9.75% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 97'787 CHF | 53'894 CHF | 99.51% | 99.51% |
11.07.2024 | 9.45% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 100'862 CHF | 55'431 CHF | 99.54% | 99.54% |
10.07.2024 | 9.49% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 100'393 CHF | 55'197 CHF | 99.61% | 99.61% |
09.07.2024 | 8.68% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 110'205 CHF | 60'103 CHF | 99.55% | 99.55% |
08.07.2024 | 8.47% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 113'639 CHF | 61'820 CHF | 99.58% | 99.58% |
05.07.2024 | 9.09% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 105'206 CHF | 57'603 CHF | 99.56% | 99.56% |
04.07.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 110'000 CHF | 60'000 CHF | 99.57% | 99.57% |
03.07.2024 | 8.84% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 108'212 CHF | 59'106 CHF | 99.58% | 99.58% |
02.07.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 120'193 CHF | 65'096 CHF | 99.59% | 99.59% |