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 | 13.31% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'121 CHF | 40'061 CHF | 99.36% | 99.36% |
12.07.2024 | 12.35% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 76'259 CHF | 43'129 CHF | 99.39% | 99.39% |
11.07.2024 | 13.34% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 69'950 CHF | 39'975 CHF | 99.34% | 99.34% |
10.07.2024 | 12.30% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 76'588 CHF | 43'294 CHF | 99.32% | 99.32% |
09.07.2024 | 12.10% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 77'886 CHF | 43'943 CHF | 99.39% | 99.39% |
08.07.2024 | 9.57% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 99'530 CHF | 54'765 CHF | 99.37% | 99.37% |
05.07.2024 | 8.84% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 108'296 CHF | 59'148 CHF | 99.28% | 99.28% |
04.07.2024 | 8.70% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 109'950 CHF | 59'975 CHF | 99.37% | 99.37% |
03.07.2024 | 8.96% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 106'808 CHF | 58'404 CHF | 99.28% | 99.28% |
02.07.2024 | 9.65% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 98'742 CHF | 54'371 CHF | 99.38% | 99.38% |