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 | 9.99% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 95'363 CHF | 52'682 CHF | 96.40% | 96.40% |
12.07.2024 | 9.77% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 97'521 CHF | 53'760 CHF | 97.74% | 97.74% |
11.07.2024 | 9.53% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 99'978 CHF | 54'989 CHF | 97.90% | 97.90% |
10.07.2024 | 10.71% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 88'549 CHF | 49'275 CHF | 96.82% | 96.82% |
09.07.2024 | 11.41% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 82'889 CHF | 46'445 CHF | 94.90% | 94.90% |
08.07.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 90'000 CHF | 50'000 CHF | 95.79% | 95.79% |
05.07.2024 | 9.78% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 97'471 CHF | 53'736 CHF | 97.73% | 97.73% |
04.07.2024 | 9.33% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 102'386 CHF | 56'193 CHF | 90.54% | 90.54% |
03.07.2024 | 9.61% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 99'180 CHF | 54'590 CHF | 95.94% | 95.94% |
02.07.2024 | 11.40% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 82'920 CHF | 46'460 CHF | 98.90% | 98.90% |