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 | 18.05% | 0.05 CHF | 0.06 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 77'011 CHF | 12'268 CHF | 99.27% | 99.27% |
12.07.2024 | 14.81% | 0.06 CHF | 0.07 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 94'245 CHF | 14'566 CHF | 99.27% | 99.27% |
11.07.2024 | 11.84% | 0.08 CHF | 0.09 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 119'374 CHF | 17'917 CHF | 99.27% | 99.27% |
10.07.2024 | 11.70% | 0.08 CHF | 0.09 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 120'813 CHF | 18'108 CHF | 99.27% | 99.27% |
09.07.2024 | 12.27% | 0.08 CHF | 0.09 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 115'215 CHF | 17'362 CHF | 99.27% | 99.27% |
08.07.2024 | 10.70% | 0.08 CHF | 0.09 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 132'860 CHF | 19'715 CHF | 99.21% | 99.21% |
05.07.2024 | 9.97% | 0.09 CHF | 0.10 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 143'301 CHF | 21'107 CHF | 99.27% | 99.27% |
04.07.2024 | 10.51% | 0.09 CHF | 0.10 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 135'185 CHF | 20'025 CHF | 99.27% | 99.27% |
03.07.2024 | 9.97% | 0.09 CHF | 0.10 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 143'365 CHF | 21'115 CHF | 99.27% | 99.27% |
02.07.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 135'000 CHF | 20'000 CHF | 99.27% | 99.27% |