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 | 8.83% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 108'320 CHF | 59'160 CHF | 96.52% | 96.52% |
12.07.2024 | 8.81% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 108'625 CHF | 59'313 CHF | 92.15% | 92.15% |
11.07.2024 | 9.87% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 96'583 CHF | 53'292 CHF | 98.44% | 98.44% |
10.07.2024 | 11.76% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'000 CHF | 45'000 CHF | 98.44% | 98.44% |
09.07.2024 | 12.03% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 78'326 CHF | 44'163 CHF | 97.90% | 97.90% |
08.07.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 90'000 CHF | 50'000 CHF | 98.12% | 98.12% |
05.07.2024 | 10.58% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 89'545 CHF | 49'772 CHF | 98.99% | 98.99% |
04.07.2024 | 10.51% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 90'166 CHF | 50'083 CHF | 99.56% | 99.56% |
03.07.2024 | 11.57% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 81'555 CHF | 45'778 CHF | 97.65% | 97.65% |
02.07.2024 | 11.46% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 82'487 CHF | 46'243 CHF | 99.58% | 99.58% |