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 | 9.73% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 97'904 CHF | 53'952 CHF | 99.51% | 99.51% |
12.07.2024 | 9.34% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 102'267 CHF | 56'134 CHF | 99.39% | 99.39% |
11.07.2024 | 11.51% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 82'017 CHF | 46'009 CHF | 99.27% | 99.27% |
10.07.2024 | 11.76% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 79'998 CHF | 44'999 CHF | 99.51% | 99.51% |
09.07.2024 | 12.63% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 74'507 CHF | 42'253 CHF | 86.49% | 86.49% |
08.07.2024 | 11.98% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 78'605 CHF | 44'303 CHF | 99.41% | 99.41% |
05.07.2024 | 12.09% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 77'895 CHF | 43'948 CHF | 99.39% | 99.39% |
04.07.2024 | 11.84% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 79'542 CHF | 44'771 CHF | 99.56% | 99.56% |
03.07.2024 | 13.06% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 71'728 CHF | 40'864 CHF | 99.47% | 99.47% |
02.07.2024 | 13.36% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 69'856 CHF | 39'928 CHF | 99.55% | 99.55% |