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 | 11.28% | 0.08 CHF | 0.09 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 84'081 CHF | 14'112 CHF | 99.27% | 99.27% |
12.07.2024 | 12.83% | 0.08 CHF | 0.09 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 73'330 CHF | 12'500 CHF | 99.27% | 99.27% |
11.07.2024 | 15.11% | 0.07 CHF | 0.08 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 61'457 CHF | 10'719 CHF | 99.27% | 99.27% |
10.07.2024 | 15.47% | 0.06 CHF | 0.07 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 59'856 CHF | 10'479 CHF | 99.27% | 99.27% |
09.07.2024 | 13.79% | 0.06 CHF | 0.07 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 68'530 CHF | 11'780 CHF | 99.27% | 99.27% |
08.07.2024 | 13.16% | 0.07 CHF | 0.08 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 71'055 CHF | 12'158 CHF | 99.22% | 99.22% |
05.07.2024 | 12.84% | 0.08 CHF | 0.09 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 73'244 CHF | 12'487 CHF | 99.27% | 99.27% |
04.07.2024 | 15.08% | 0.06 CHF | 0.07 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 61'423 CHF | 10'714 CHF | 99.27% | 99.27% |
03.07.2024 | 18.65% | 0.05 CHF | 0.06 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 48'742 CHF | 8'811 CHF | 99.27% | 99.27% |
02.07.2024 | 22.75% | 0.04 CHF | 0.05 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 39'064 CHF | 7'360 CHF | 99.27% | 99.27% |