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 | 13.03% | 0.07 CHF | 0.08 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 107'861 CHF | 12'286 CHF | 99.27% | 99.27% |
12.07.2024 | 12.80% | 0.07 CHF | 0.08 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 110'082 CHF | 12'508 CHF | 99.27% | 99.27% |
11.07.2024 | 15.17% | 0.07 CHF | 0.08 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 92'001 CHF | 10'700 CHF | 99.27% | 99.27% |
10.07.2024 | 17.68% | 0.06 CHF | 0.07 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 77'715 CHF | 9'272 CHF | 99.27% | 99.27% |
09.07.2024 | 16.57% | 0.05 CHF | 0.06 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 83'623 CHF | 9'862 CHF | 99.27% | 99.27% |
08.07.2024 | 17.28% | 0.05 CHF | 0.06 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 79'819 CHF | 9'482 CHF | 99.25% | 99.25% |
05.07.2024 | 17.07% | 0.05 CHF | 0.06 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 80'959 CHF | 9'596 CHF | 99.27% | 99.27% |
04.07.2024 | 16.69% | 0.06 CHF | 0.07 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 82'988 CHF | 9'799 CHF | 99.27% | 99.27% |
03.07.2024 | 19.41% | 0.05 CHF | 0.06 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 70'457 CHF | 8'546 CHF | 99.27% | 99.27% |
02.07.2024 | 20.29% | 0.04 CHF | 0.05 CHF | 1'500'000 | 150'000 | 1'500'000 | 149'891 | 67'172 CHF | 8'211 CHF | 99.27% | 99.27% |