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 | 15.68% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 58'956 CHF | 34'478 CHF | 94.90% | 94.90% |
12.07.2024 | 15.13% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 61'240 CHF | 35'620 CHF | 96.19% | 96.19% |
11.07.2024 | 16.23% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 56'972 CHF | 33'486 CHF | 98.09% | 98.09% |
10.07.2024 | 18.63% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'738 CHF | 29'869 CHF | 98.05% | 98.05% |
09.07.2024 | 17.02% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 54'137 CHF | 32'068 CHF | 98.03% | 98.03% |
08.07.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'000 CHF | 35'000 CHF | 97.15% | 97.15% |
05.07.2024 | 13.50% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 69'502 CHF | 39'751 CHF | 98.31% | 98.31% |
04.07.2024 | 13.27% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'378 CHF | 40'189 CHF | 97.80% | 97.80% |
03.07.2024 | 14.24% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 65'594 CHF | 37'797 CHF | 97.56% | 97.56% |
02.07.2024 | 17.83% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 51'254 CHF | 30'627 CHF | 97.21% | 97.21% |