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 | 12.50% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 75'465 CHF | 42'732 CHF | 99.01% | 99.01% |
12.07.2024 | 11.77% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 79'998 CHF | 44'999 CHF | 96.45% | 96.45% |
11.07.2024 | 13.48% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 69'316 CHF | 39'658 CHF | 93.73% | 93.73% |
10.07.2024 | 16.08% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 57'505 CHF | 33'753 CHF | 97.25% | 97.25% |
09.07.2024 | 16.25% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 56'922 CHF | 33'461 CHF | 97.63% | 97.63% |
08.07.2024 | 15.16% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 61'101 CHF | 35'550 CHF | 98.70% | 98.70% |
05.07.2024 | 18.54% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'103 CHF | 29'552 CHF | 97.59% | 97.59% |
04.07.2024 | 18.28% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'757 CHF | 29'878 CHF | 99.37% | 99.37% |
03.07.2024 | 14.45% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 65'122 CHF | 37'561 CHF | 97.36% | 97.36% |
02.07.2024 | 13.65% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 68'453 CHF | 39'227 CHF | 96.70% | 96.70% |