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 | 10.71% | 0.09 CHF | 0.10 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 133'018 CHF | 19'736 CHF | 99.27% | 99.27% |
12.07.2024 | 9.13% | 0.08 CHF | 0.09 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 157'674 CHF | 23'023 CHF | 99.27% | 99.27% |
11.07.2024 | 8.05% | 0.10 CHF | 0.11 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 179'347 CHF | 25'913 CHF | 99.27% | 99.27% |
10.07.2024 | 8.13% | 0.12 CHF | 0.13 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 177'687 CHF | 25'692 CHF | 99.27% | 99.27% |
09.07.2024 | 8.92% | 0.10 CHF | 0.11 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 160'935 CHF | 23'458 CHF | 99.27% | 99.27% |
08.07.2024 | 8.85% | 0.11 CHF | 0.12 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 162'123 CHF | 23'616 CHF | 99.21% | 99.21% |
05.07.2024 | 9.41% | 0.10 CHF | 0.11 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 152'319 CHF | 22'309 CHF | 99.26% | 99.26% |
04.07.2024 | 10.26% | 0.10 CHF | 0.11 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 139'007 CHF | 20'534 CHF | 99.27% | 99.27% |
03.07.2024 | 8.16% | 0.10 CHF | 0.11 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 178'291 CHF | 25'772 CHF | 99.27% | 99.27% |
02.07.2024 | 7.03% | 0.12 CHF | 0.13 CHF | 1'500'000 | 200'000 | 1'500'000 | 199'980 | 207'013 CHF | 29'598 CHF | 99.27% | 99.27% |