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 | 9.49% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 100'467 CHF | 55'234 CHF | 95.43% | 95.43% |
12.07.2024 | 9.74% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 97'862 CHF | 53'931 CHF | 99.37% | 99.37% |
11.07.2024 | 10.68% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 88'813 CHF | 49'406 CHF | 99.18% | 99.18% |
10.07.2024 | 11.73% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'290 CHF | 45'145 CHF | 99.39% | 99.39% |
09.07.2024 | 10.56% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 89'707 CHF | 49'854 CHF | 99.35% | 99.35% |
08.07.2024 | 9.87% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 96'528 CHF | 53'264 CHF | 99.34% | 99.34% |
05.07.2024 | 8.24% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 116'741 CHF | 63'371 CHF | 99.31% | 99.31% |
04.07.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 119'978 CHF | 64'989 CHF | 99.36% | 99.36% |
03.07.2024 | 8.47% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 113'301 CHF | 61'650 CHF | 99.35% | 99.35% |
02.07.2024 | 7.65% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 474'516 | 125'909 CHF | 64'378 CHF | 99.30% | 99.30% |