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 | 13.62% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 492'079 | 69'111 CHF | 38'842 CHF | 99.33% | 99.33% |
12.07.2024 | 11.44% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 417'401 | 82'585 CHF | 38'600 CHF | 99.35% | 99.35% |
11.07.2024 | 11.61% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 497'312 | 81'236 CHF | 45'349 CHF | 99.34% | 99.34% |
10.07.2024 | 14.73% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 63'211 CHF | 36'605 CHF | 99.43% | 99.43% |
09.07.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'120 CHF | 35'060 CHF | 99.33% | 99.33% |
08.07.2024 | 15.26% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'946 CHF | 35'473 CHF | 99.38% | 99.38% |
05.07.2024 | 18.15% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'119 CHF | 30'060 CHF | 99.37% | 99.37% |
04.07.2024 | 18.42% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'422 CHF | 29'711 CHF | 99.37% | 99.37% |
03.07.2024 | 19.36% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 47'080 CHF | 28'540 CHF | 99.36% | 99.36% |
02.07.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'000 CHF | 30'000 CHF | 99.29% | 99.29% |