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 | 11.32% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 83'708 CHF | 46'854 CHF | 98.68% | 98.68% |
12.07.2024 | 8.71% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 109'864 CHF | 59'932 CHF | 95.77% | 95.77% |
11.07.2024 | 9.83% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 97'435 CHF | 53'718 CHF | 98.89% | 98.89% |
10.07.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 90'000 CHF | 50'000 CHF | 98.79% | 98.79% |
09.07.2024 | 10.41% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 91'370 CHF | 50'685 CHF | 99.04% | 99.04% |
08.07.2024 | 10.03% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 94'925 CHF | 52'463 CHF | 96.83% | 96.83% |
05.07.2024 | 9.51% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 100'164 CHF | 55'082 CHF | 96.05% | 96.05% |
04.07.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 90'000 CHF | 50'000 CHF | 95.92% | 95.92% |
03.07.2024 | 11.54% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 81'824 CHF | 45'912 CHF | 98.56% | 98.56% |
02.07.2024 | 11.07% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 85'616 CHF | 47'808 CHF | 98.67% | 98.67% |