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 | 12.99% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 72'175 CHF | 41'088 CHF | 96.74% | 96.74% |
12.07.2024 | 11.97% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 78'710 CHF | 44'355 CHF | 98.93% | 98.93% |
11.07.2024 | 12.39% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 76'032 CHF | 43'016 CHF | 99.04% | 99.04% |
10.07.2024 | 11.72% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'348 CHF | 45'174 CHF | 96.62% | 96.62% |
09.07.2024 | 11.45% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 82'563 CHF | 46'282 CHF | 98.08% | 98.08% |
08.07.2024 | 11.11% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 85'301 CHF | 47'651 CHF | 98.75% | 98.75% |
05.07.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 109'997 CHF | 59'998 CHF | 94.94% | 94.94% |
04.07.2024 | 8.60% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 111'335 CHF | 60'667 CHF | 98.64% | 98.64% |
03.07.2024 | 8.38% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 114'475 CHF | 62'238 CHF | 99.07% | 99.07% |
02.07.2024 | 8.01% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 486'191 | 120'371 CHF | 63'251 CHF | 98.64% | 98.64% |