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 | 11.78% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 79'899 CHF | 44'949 CHF | 97.66% | 97.66% |
12.07.2024 | 11.36% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 83'561 CHF | 46'781 CHF | 85.45% | 85.45% |
11.07.2024 | 11.69% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'640 CHF | 45'320 CHF | 98.86% | 98.86% |
10.07.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 90'010 CHF | 50'005 CHF | 99.60% | 99.60% |
09.07.2024 | 10.47% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 90'527 CHF | 50'263 CHF | 99.57% | 99.57% |
08.07.2024 | 10.51% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 90'141 CHF | 50'071 CHF | 99.49% | 99.49% |
05.07.2024 | 9.51% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 100'203 CHF | 55'102 CHF | 99.54% | 99.54% |
04.07.2024 | 9.53% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 100'331 CHF | 55'166 CHF | 99.55% | 99.55% |
03.07.2024 | 10.20% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 93'292 CHF | 51'646 CHF | 99.05% | 99.05% |
02.07.2024 | 10.39% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 91'404 CHF | 50'702 CHF | 99.58% | 99.58% |