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 | 9.19% | 0.10 CHF | 0.11 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 156'071 CHF | 17'107 CHF | 99.27% | 99.27% |
12.07.2024 | 8.60% | 0.12 CHF | 0.13 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 167'118 CHF | 18'212 CHF | 99.27% | 99.27% |
11.07.2024 | 8.47% | 0.11 CHF | 0.12 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 169'907 CHF | 18'491 CHF | 99.27% | 99.27% |
10.07.2024 | 8.78% | 0.12 CHF | 0.13 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 163'607 CHF | 17'861 CHF | 99.27% | 99.27% |
09.07.2024 | 9.74% | 0.10 CHF | 0.11 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 146'701 CHF | 16'170 CHF | 99.27% | 99.27% |
08.07.2024 | 10.46% | 0.09 CHF | 0.10 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 135'948 CHF | 15'095 CHF | 99.25% | 99.25% |
05.07.2024 | 10.16% | 0.09 CHF | 0.10 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 140'548 CHF | 15'555 CHF | 99.27% | 99.27% |
04.07.2024 | 10.12% | 0.09 CHF | 0.10 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 141'036 CHF | 15'604 CHF | 99.27% | 99.27% |
03.07.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 135'000 CHF | 15'000 CHF | 99.27% | 99.27% |
02.07.2024 | 10.66% | 0.09 CHF | 0.10 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 133'345 CHF | 14'835 CHF | 99.27% | 99.27% |