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 | 10.55% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 89'816 CHF | 49'908 CHF | 93.51% | 93.51% |
12.07.2024 | 10.53% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 89'988 CHF | 49'994 CHF | 93.20% | 93.20% |
11.07.2024 | 9.21% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 415'077 | 103'807 CHF | 47'188 CHF | 94.60% | 94.60% |
10.07.2024 | 8.91% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 408'759 | 107'406 CHF | 47'926 CHF | 96.06% | 96.06% |
09.07.2024 | 9.73% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'828 | 97'918 CHF | 53'940 CHF | 91.39% | 91.39% |
08.07.2024 | 9.24% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 497'526 | 103'420 CHF | 56'413 CHF | 95.79% | 95.79% |
05.07.2024 | 9.23% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 476'452 | 103'525 CHF | 53'937 CHF | 92.66% | 92.66% |
04.07.2024 | 8.74% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 460'196 | 109'494 CHF | 54'969 CHF | 90.49% | 90.49% |
03.07.2024 | 8.51% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 430'812 | 112'666 CHF | 52'764 CHF | 97.06% | 97.06% |
02.07.2024 | 8.83% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 108'336 CHF | 59'168 CHF | 94.89% | 94.89% |