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 | 11.86% | 0.09 CHF | 0.10 CHF | 1'000'000 | 998'500 | 1'000'000 | 998'500 | 79'406 CHF | 89'271 CHF | 100.00% | 100.00% |
12.07.2024 | 11.87% | 0.08 CHF | 0.09 CHF | 1'000'000 | 998'500 | 1'000'000 | 998'500 | 79'253 CHF | 89'119 CHF | 100.00% | 100.00% |
11.07.2024 | 11.50% | 0.09 CHF | 0.10 CHF | 1'000'000 | 998'500 | 1'000'000 | 998'500 | 81'976 CHF | 91'838 CHF | 100.00% | 100.00% |
10.07.2024 | 9.67% | 0.09 CHF | 0.10 CHF | 1'000'000 | 998'500 | 1'000'000 | 998'500 | 98'505 CHF | 108'342 CHF | 100.00% | 100.00% |
09.07.2024 | 10.02% | 0.10 CHF | 0.11 CHF | 1'000'000 | 998'500 | 1'000'000 | 998'500 | 95'085 CHF | 104'928 CHF | 100.00% | 100.00% |
08.07.2024 | 9.53% | 0.10 CHF | 0.11 CHF | 1'000'000 | 998'500 | 1'000'000 | 998'500 | 99'987 CHF | 109'822 CHF | 100.00% | 100.00% |
05.07.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 1'000'000 | 998'500 | 1'000'000 | 998'500 | 100'000 CHF | 109'835 CHF | 100.00% | 100.00% |
04.07.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 1'000'000 | 998'500 | 1'000'000 | 998'500 | 100'000 CHF | 109'835 CHF | 100.00% | 100.00% |
03.07.2024 | 9.32% | 0.11 CHF | 0.12 CHF | 1'000'000 | 998'500 | 1'000'000 | 998'500 | 102'497 CHF | 112'329 CHF | 100.00% | 100.00% |
02.07.2024 | 8.82% | 0.10 CHF | 0.11 CHF | 1'000'000 | 998'500 | 1'000'000 | 998'500 | 108'530 CHF | 118'352 CHF | 100.00% | 100.00% |