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 | 13.31% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'144 CHF | 40'072 CHF | 99.59% | 99.59% |
12.07.2024 | 15.08% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 61'470 CHF | 35'735 CHF | 99.13% | 99.13% |
11.07.2024 | 15.11% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 61'359 CHF | 35'679 CHF | 99.36% | 99.36% |
10.07.2024 | 17.32% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 53'085 CHF | 31'543 CHF | 99.40% | 99.40% |
09.07.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'000 CHF | 30'000 CHF | 99.43% | 99.43% |
08.07.2024 | 18.29% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'737 CHF | 29'869 CHF | 99.09% | 99.09% |
05.07.2024 | 17.57% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 52'181 CHF | 31'091 CHF | 99.28% | 99.28% |
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 | 99.36% | 99.36% |
03.07.2024 | 21.52% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'742 CHF | 25'871 CHF | 99.28% | 99.28% |
02.07.2024 | 23.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 37'871 CHF | 23'936 CHF | 99.15% | 99.15% |