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 | 10.57% | 0.08 CHF | 0.09 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 134'414 CHF | 14'941 CHF | 99.27% | 99.27% |
12.07.2024 | 9.24% | 0.10 CHF | 0.11 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 155'226 CHF | 17'023 CHF | 99.27% | 99.27% |
11.07.2024 | 9.12% | 0.10 CHF | 0.11 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 157'259 CHF | 17'226 CHF | 99.27% | 99.27% |
10.07.2024 | 9.69% | 0.11 CHF | 0.12 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 147'708 CHF | 16'271 CHF | 99.27% | 99.27% |
09.07.2024 | 11.11% | 0.09 CHF | 0.10 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 127'886 CHF | 14'289 CHF | 99.27% | 99.27% |
08.07.2024 | 11.80% | 0.08 CHF | 0.09 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 119'618 CHF | 13'462 CHF | 99.24% | 99.24% |
05.07.2024 | 11.62% | 0.08 CHF | 0.09 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 121'773 CHF | 13'677 CHF | 99.27% | 99.27% |
04.07.2024 | 11.24% | 0.09 CHF | 0.10 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 126'361 CHF | 14'136 CHF | 99.27% | 99.27% |
03.07.2024 | 11.70% | 0.08 CHF | 0.09 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 120'836 CHF | 13'584 CHF | 99.27% | 99.27% |
02.07.2024 | 11.39% | 0.08 CHF | 0.09 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 124'495 CHF | 13'950 CHF | 99.27% | 99.27% |