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 | 9.75% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 407'852 | 97'752 CHF | 43'878 CHF | 94.83% | 94.83% |
12.07.2024 | 9.65% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 98'736 CHF | 43'495 CHF | 99.24% | 99.24% |
11.07.2024 | 9.59% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 99'356 CHF | 43'742 CHF | 98.22% | 98.22% |
10.07.2024 | 11.76% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'002 CHF | 45'001 CHF | 99.34% | 99.34% |
09.07.2024 | 14.43% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 64'642 CHF | 37'321 CHF | 99.35% | 99.35% |
08.07.2024 | 13.34% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 69'973 CHF | 39'986 CHF | 98.73% | 98.73% |
05.07.2024 | 13.79% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 67'779 CHF | 38'890 CHF | 98.83% | 98.83% |
04.07.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'000 CHF | 40'000 CHF | 99.38% | 99.38% |
03.07.2024 | 15.08% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 61'486 CHF | 35'743 CHF | 99.27% | 99.27% |
02.07.2024 | 13.72% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 68'103 CHF | 39'051 CHF | 99.39% | 99.39% |