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 | 9.62% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 99'015 CHF | 54'508 CHF | 98.86% | 98.86% |
12.07.2024 | 10.17% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 93'599 CHF | 51'799 CHF | 98.86% | 98.86% |
11.07.2024 | 12.45% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 75'634 CHF | 42'817 CHF | 99.35% | 99.35% |
10.07.2024 | 13.12% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 71'381 CHF | 40'691 CHF | 98.39% | 98.39% |
09.07.2024 | 11.43% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 82'728 CHF | 46'364 CHF | 97.75% | 97.75% |
08.07.2024 | 10.12% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 94'041 CHF | 52'020 CHF | 97.51% | 97.51% |
05.07.2024 | 9.11% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 105'007 CHF | 57'504 CHF | 98.35% | 98.35% |
04.07.2024 | 8.75% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 109'395 CHF | 59'698 CHF | 94.21% | 94.21% |
03.07.2024 | 8.92% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 107'293 CHF | 58'646 CHF | 99.29% | 99.29% |
02.07.2024 | 10.16% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 93'700 CHF | 51'850 CHF | 98.92% | 98.92% |