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 | 10.51% | 0.08 CHF | 0.09 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 90'349 CHF | 15'052 CHF | 99.27% | 99.27% |
12.07.2024 | 8.25% | 0.11 CHF | 0.12 CHF | 1'000'000 | 150'000 | 1'000'000 | 115'520 | 116'453 CHF | 14'589 CHF | 99.27% | 99.27% |
11.07.2024 | 8.59% | 0.11 CHF | 0.12 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 111'696 CHF | 18'254 CHF | 99.27% | 99.27% |
10.07.2024 | 9.04% | 0.12 CHF | 0.13 CHF | 1'000'000 | 100'000 | 1'000'000 | 149'126 | 106'003 CHF | 17'287 CHF | 99.27% | 99.27% |
09.07.2024 | 10.52% | 0.10 CHF | 0.11 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 90'330 CHF | 15'050 CHF | 99.27% | 99.27% |
08.07.2024 | 11.76% | 0.08 CHF | 0.09 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 80'000 CHF | 13'500 CHF | 99.25% | 99.25% |
05.07.2024 | 10.83% | 0.08 CHF | 0.09 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 87'624 CHF | 14'644 CHF | 99.27% | 99.27% |
04.07.2024 | 10.64% | 0.10 CHF | 0.11 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 89'342 CHF | 14'901 CHF | 99.27% | 99.27% |
03.07.2024 | 10.70% | 0.09 CHF | 0.10 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 88'565 CHF | 14'785 CHF | 99.27% | 99.27% |
02.07.2024 | 11.36% | 0.08 CHF | 0.09 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 83'310 CHF | 13'997 CHF | 99.27% | 99.27% |