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 | 10.40% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 91'316 CHF | 50'658 CHF | 99.59% | 99.59% |
12.07.2024 | 12.86% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 73'068 CHF | 41'534 CHF | 99.58% | 99.58% |
11.07.2024 | 12.95% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 72'579 CHF | 41'289 CHF | 99.35% | 99.35% |
10.07.2024 | 14.98% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 61'978 CHF | 35'989 CHF | 99.26% | 99.26% |
09.07.2024 | 17.31% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 53'129 CHF | 31'565 CHF | 99.58% | 99.58% |
08.07.2024 | 17.76% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 51'503 CHF | 30'751 CHF | 99.31% | 99.31% |
05.07.2024 | 15.18% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 61'013 CHF | 35'507 CHF | 99.02% | 99.02% |
04.07.2024 | 17.13% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 53'755 CHF | 31'878 CHF | 99.36% | 99.36% |
03.07.2024 | 21.38% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 42'084 CHF | 26'042 CHF | 99.34% | 99.34% |
02.07.2024 | 28.16% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'647 CHF | 20'324 CHF | 99.33% | 99.33% |