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 | 12.08% | 0.07 CHF | 0.08 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 116'954 CHF | 26'391 CHF | 99.27% | 99.27% |
12.07.2024 | 13.35% | 0.07 CHF | 0.08 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 105'094 CHF | 24'019 CHF | 99.27% | 99.27% |
11.07.2024 | 13.31% | 0.07 CHF | 0.08 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 105'211 CHF | 24'042 CHF | 99.27% | 99.27% |
10.07.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 105'046 CHF | 24'009 CHF | 99.27% | 99.27% |
09.07.2024 | 15.11% | 0.07 CHF | 0.08 CHF | 1'500'000 | 300'000 | 1'499'990 | 300'000 | 92'128 CHF | 21'426 CHF | 99.27% | 99.27% |
08.07.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 90'000 CHF | 21'000 CHF | 99.22% | 99.22% |
05.07.2024 | 15.39% | 0.06 CHF | 0.07 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 89'998 CHF | 21'000 CHF | 99.27% | 99.27% |
04.07.2024 | 15.70% | 0.06 CHF | 0.07 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 88'292 CHF | 20'658 CHF | 99.27% | 99.27% |
03.07.2024 | 17.34% | 0.06 CHF | 0.07 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 79'494 CHF | 18'899 CHF | 99.27% | 99.27% |
02.07.2024 | 17.79% | 0.05 CHF | 0.06 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 77'116 CHF | 18'423 CHF | 99.27% | 99.27% |