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 | 26.68% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 32'974 CHF | 10'744 CHF | 99.38% | 99.38% |
12.07.2024 | 21.64% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 41'440 CHF | 12'860 CHF | 99.38% | 99.38% |
11.07.2024 | 22.42% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'436 CHF | 12'609 CHF | 91.41% | 91.41% |
10.07.2024 | 9.98% | 0.10 CHF | 0.11 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 95'459 CHF | 26'365 CHF | 99.37% | 99.37% |
09.07.2024 | 8.50% | 0.11 CHF | 0.12 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 112'901 CHF | 30'725 CHF | 99.37% | 99.37% |
08.07.2024 | 7.47% | 0.12 CHF | 0.13 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 129'249 CHF | 34'812 CHF | 99.38% | 99.38% |
05.07.2024 | 7.41% | 0.13 CHF | 0.14 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 130'052 CHF | 35'013 CHF | 99.00% | 99.00% |
04.07.2024 | 7.09% | 0.12 CHF | 0.13 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 137'042 CHF | 36'761 CHF | 91.02% | 91.02% |
03.07.2024 | 9.78% | 0.10 CHF | 0.11 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 97'545 CHF | 26'886 CHF | 99.38% | 99.38% |
02.07.2024 | 12.37% | 0.08 CHF | 0.09 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 76'130 CHF | 21'532 CHF | 99.38% | 99.38% |