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 | 15.32% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'811 CHF | 35'406 CHF | 99.36% | 99.36% |
12.07.2024 | 13.97% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 66'884 CHF | 38'442 CHF | 99.28% | 99.28% |
11.07.2024 | 13.50% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 69'203 CHF | 39'601 CHF | 99.37% | 99.37% |
10.07.2024 | 16.52% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 55'936 CHF | 32'968 CHF | 99.40% | 99.40% |
09.07.2024 | 18.00% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'635 CHF | 30'318 CHF | 99.35% | 99.35% |
08.07.2024 | 16.54% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 55'857 CHF | 32'928 CHF | 99.33% | 99.33% |
05.07.2024 | 18.22% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'900 CHF | 29'950 CHF | 99.39% | 99.39% |
04.07.2024 | 19.56% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 46'585 CHF | 28'292 CHF | 99.37% | 99.37% |
03.07.2024 | 20.80% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 43'512 CHF | 26'756 CHF | 99.36% | 99.36% |
02.07.2024 | 18.31% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'674 CHF | 29'837 CHF | 99.40% | 99.40% |