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 | 16.78% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 55'019 CHF | 32'509 CHF | 98.86% | 98.86% |
12.07.2024 | 15.46% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'737 CHF | 34'868 CHF | 98.40% | 98.40% |
11.07.2024 | 12.42% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 75'848 CHF | 42'924 CHF | 97.67% | 97.67% |
10.07.2024 | 11.99% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 78'581 CHF | 44'290 CHF | 99.16% | 99.16% |
09.07.2024 | 11.70% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'809 CHF | 45'404 CHF | 99.01% | 99.01% |
08.07.2024 | 12.15% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 77'550 CHF | 43'775 CHF | 99.11% | 99.11% |
05.07.2024 | 11.80% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 79'752 CHF | 44'876 CHF | 98.87% | 98.87% |
04.07.2024 | 11.88% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 79'281 CHF | 44'641 CHF | 99.36% | 99.36% |
03.07.2024 | 10.69% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 88'659 CHF | 49'330 CHF | 98.90% | 98.90% |
02.07.2024 | 12.95% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 72'561 CHF | 41'281 CHF | 98.99% | 98.99% |