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 | 15.19% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'941 CHF | 35'471 CHF | 96.49% | 96.49% |
12.07.2024 | 13.99% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 66'820 CHF | 38'410 CHF | 92.00% | 92.00% |
11.07.2024 | 15.49% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'624 CHF | 34'812 CHF | 98.45% | 98.45% |
10.07.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'000 CHF | 30'000 CHF | 98.46% | 98.46% |
09.07.2024 | 19.07% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 47'790 CHF | 28'895 CHF | 97.91% | 97.91% |
08.07.2024 | 18.03% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'554 CHF | 30'277 CHF | 98.11% | 98.11% |
05.07.2024 | 18.10% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'301 CHF | 30'150 CHF | 99.01% | 99.01% |
04.07.2024 | 17.90% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 51'025 CHF | 30'513 CHF | 99.57% | 99.57% |
03.07.2024 | 18.20% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'961 CHF | 29'981 CHF | 97.67% | 97.67% |
02.07.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'000 CHF | 30'000 CHF | 99.58% | 99.58% |