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 | 10.53% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 90'000 CHF | 40'000 CHF | 99.60% | 99.60% |
12.07.2024 | 8.79% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 108'911 CHF | 47'565 CHF | 99.47% | 99.47% |
11.07.2024 | 10.39% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 91'413 CHF | 40'565 CHF | 99.08% | 99.08% |
10.07.2024 | 11.57% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 477'925 | 81'580 CHF | 43'645 CHF | 99.59% | 99.59% |
09.07.2024 | 11.95% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 78'840 CHF | 44'420 CHF | 99.58% | 99.58% |
08.07.2024 | 11.54% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'753 | 81'848 CHF | 36'807 CHF | 99.58% | 99.58% |
05.07.2024 | 11.86% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 496'433 | 79'370 CHF | 44'364 CHF | 99.56% | 99.56% |
04.07.2024 | 12.25% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'979 | 76'902 CHF | 43'449 CHF | 99.56% | 99.56% |
03.07.2024 | 9.50% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 405'382 | 101'084 CHF | 44'918 CHF | 99.53% | 99.53% |
02.07.2024 | 9.33% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 102'392 CHF | 44'957 CHF | 99.31% | 99.31% |