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 | 11.37% | 0.08 CHF | 0.09 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 124'797 CHF | 18'640 CHF | 99.27% | 99.27% |
12.07.2024 | 10.29% | 0.08 CHF | 0.09 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 138'999 CHF | 20'533 CHF | 99.27% | 99.27% |
11.07.2024 | 9.27% | 0.09 CHF | 0.10 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 154'694 CHF | 22'626 CHF | 99.27% | 99.27% |
10.07.2024 | 9.30% | 0.11 CHF | 0.12 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 154'005 CHF | 22'534 CHF | 99.27% | 99.27% |
09.07.2024 | 10.48% | 0.09 CHF | 0.10 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 135'654 CHF | 20'087 CHF | 99.27% | 99.27% |
08.07.2024 | 9.76% | 0.10 CHF | 0.11 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 146'473 CHF | 21'530 CHF | 99.20% | 99.20% |
05.07.2024 | 10.68% | 0.09 CHF | 0.10 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 133'158 CHF | 19'754 CHF | 99.27% | 99.27% |
04.07.2024 | 11.49% | 0.08 CHF | 0.09 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 123'346 CHF | 18'446 CHF | 99.27% | 99.27% |
03.07.2024 | 9.74% | 0.09 CHF | 0.10 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 147'191 CHF | 21'625 CHF | 99.27% | 99.27% |
02.07.2024 | 9.28% | 0.09 CHF | 0.10 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 154'979 CHF | 22'664 CHF | 99.27% | 99.27% |