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 | 15.42% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'588 CHF | 35'294 CHF | 97.28% | 97.28% |
12.07.2024 | 13.09% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 71'642 CHF | 40'821 CHF | 99.46% | 99.46% |
11.07.2024 | 17.26% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 53'326 CHF | 31'663 CHF | 99.00% | 99.00% |
10.07.2024 | 18.84% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 48'374 CHF | 29'187 CHF | 99.21% | 99.21% |
09.07.2024 | 18.16% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'080 CHF | 30'040 CHF | 98.96% | 98.96% |
08.07.2024 | 18.09% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'322 CHF | 30'161 CHF | 99.40% | 99.40% |
05.07.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'000 CHF | 30'000 CHF | 99.32% | 99.32% |
04.07.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'000 CHF | 30'000 CHF | 99.53% | 99.53% |
03.07.2024 | 16.00% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 57'800 CHF | 33'900 CHF | 97.89% | 97.89% |
02.07.2024 | 18.09% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'340 CHF | 30'170 CHF | 99.08% | 99.08% |