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 | 10.08% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 94'494 CHF | 52'247 CHF | 99.48% | 99.48% |
12.07.2024 | 10.16% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 93'605 CHF | 51'802 CHF | 99.43% | 99.43% |
11.07.2024 | 9.43% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 101'108 CHF | 55'554 CHF | 99.47% | 99.47% |
10.07.2024 | 8.90% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 107'522 CHF | 58'761 CHF | 99.62% | 99.62% |
09.07.2024 | 8.60% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 497'423 | 111'400 CHF | 60'365 CHF | 99.55% | 99.55% |
08.07.2024 | 9.46% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 100'841 CHF | 55'421 CHF | 99.53% | 99.53% |
05.07.2024 | 8.67% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 110'437 CHF | 60'219 CHF | 99.72% | 99.72% |
04.07.2024 | 9.14% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 104'682 CHF | 57'341 CHF | 99.34% | 99.34% |
03.07.2024 | 7.50% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 460'355 | 128'982 CHF | 63'629 CHF | 99.13% | 99.13% |
02.07.2024 | 5.95% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 163'308 CHF | 69'323 CHF | 99.58% | 99.58% |