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 | 15.84% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 58'379 CHF | 34'190 CHF | 99.36% | 99.36% |
12.07.2024 | 15.34% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'909 | 60'217 CHF | 35'101 CHF | 99.40% | 99.40% |
11.07.2024 | 14.71% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 471'674 | 63'378 CHF | 34'423 CHF | 98.10% | 98.10% |
10.07.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'000 CHF | 35'000 CHF | 99.38% | 99.38% |
09.07.2024 | 14.32% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 494'246 | 65'206 CHF | 37'143 CHF | 99.37% | 99.37% |
08.07.2024 | 17.53% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 52'331 CHF | 31'166 CHF | 99.30% | 99.30% |
05.07.2024 | 18.41% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'440 CHF | 29'720 CHF | 98.62% | 98.62% |
04.07.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'000 CHF | 30'000 CHF | 99.37% | 99.37% |
03.07.2024 | 18.47% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'291 CHF | 29'645 CHF | 99.35% | 99.35% |
02.07.2024 | 21.98% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'593 CHF | 25'297 CHF | 99.39% | 99.39% |