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 | 16.22% | 0.06 CHF | 0.07 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 85'066 CHF | 3'336 CHF | 99.27% | 99.27% |
12.07.2024 | 18.09% | 0.05 CHF | 0.06 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 75'484 CHF | 3'016 CHF | 99.27% | 99.27% |
11.07.2024 | 19.21% | 0.05 CHF | 0.06 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 70'828 CHF | 2'861 CHF | 99.27% | 99.27% |
10.07.2024 | 18.84% | 0.05 CHF | 0.06 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 72'294 CHF | 2'910 CHF | 99.27% | 99.27% |
09.07.2024 | 19.13% | 0.05 CHF | 0.06 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 70'950 CHF | 2'865 CHF | 99.27% | 99.27% |
08.07.2024 | 18.36% | 0.05 CHF | 0.06 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 74'282 CHF | 2'976 CHF | 99.21% | 99.21% |
05.07.2024 | 18.60% | 0.05 CHF | 0.06 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 73'217 CHF | 2'941 CHF | 99.27% | 99.27% |
04.07.2024 | 19.44% | 0.05 CHF | 0.06 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 69'708 CHF | 2'824 CHF | 99.27% | 99.27% |
03.07.2024 | 17.51% | 0.05 CHF | 0.06 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 78'534 CHF | 3'118 CHF | 99.27% | 99.27% |
02.07.2024 | 15.79% | 0.06 CHF | 0.07 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 88'031 CHF | 3'434 CHF | 90.86% | 90.86% |