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 | 14.98% | 0.06 CHF | 0.07 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 92'966 CHF | 10'797 CHF | 99.27% | 99.27% |
12.07.2024 | 16.44% | 0.06 CHF | 0.07 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 84'346 CHF | 9'935 CHF | 99.27% | 99.27% |
11.07.2024 | 18.95% | 0.05 CHF | 0.06 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 72'145 CHF | 8'715 CHF | 99.27% | 99.27% |
10.07.2024 | 21.07% | 0.04 CHF | 0.05 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 64'277 CHF | 7'928 CHF | 99.27% | 99.27% |
09.07.2024 | 17.67% | 0.04 CHF | 0.05 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 78'923 CHF | 9'392 CHF | 99.27% | 99.27% |
08.07.2024 | 16.76% | 0.05 CHF | 0.06 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 82'642 CHF | 9'764 CHF | 99.21% | 99.21% |
05.07.2024 | 16.46% | 0.06 CHF | 0.07 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 84'263 CHF | 9'926 CHF | 99.27% | 99.27% |
04.07.2024 | 19.42% | 0.05 CHF | 0.06 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 70'417 CHF | 8'542 CHF | 99.27% | 99.27% |
03.07.2024 | 22.28% | 0.04 CHF | 0.05 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 59'853 CHF | 7'485 CHF | 99.27% | 99.27% |
02.07.2024 | 36.98% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 33'958 CHF | 4'896 CHF | 99.27% | 99.27% |