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 | 10.93% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 86'744 CHF | 48'372 CHF | 99.00% | 99.00% |
12.07.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 90'000 CHF | 50'000 CHF | 99.22% | 99.22% |
11.07.2024 | 13.07% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 71'689 CHF | 40'844 CHF | 98.74% | 98.74% |
10.07.2024 | 13.17% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 71'039 CHF | 40'519 CHF | 99.19% | 99.19% |
09.07.2024 | 12.14% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 77'586 CHF | 43'793 CHF | 97.90% | 97.90% |
08.07.2024 | 12.53% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 75'130 CHF | 42'565 CHF | 99.38% | 99.38% |
05.07.2024 | 11.87% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 79'342 CHF | 44'671 CHF | 99.40% | 99.40% |
04.07.2024 | 10.79% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 87'889 CHF | 48'944 CHF | 99.56% | 99.56% |
03.07.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 90'000 CHF | 50'000 CHF | 99.51% | 99.51% |
02.07.2024 | 9.51% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 100'203 CHF | 55'101 CHF | 99.53% | 99.53% |