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 | 11.91% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 79'095 CHF | 35'638 CHF | 96.49% | 96.49% |
12.07.2024 | 11.41% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 83'103 CHF | 37'241 CHF | 92.13% | 92.13% |
11.07.2024 | 13.38% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 1'000'000 | 402'445 | 69'807 CHF | 32'094 CHF | 98.47% | 98.47% |
10.07.2024 | 18.16% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'088 CHF | 30'044 CHF | 98.46% | 98.46% |
09.07.2024 | 16.05% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 57'632 CHF | 33'816 CHF | 97.85% | 97.85% |
08.07.2024 | 13.39% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 402'633 | 69'732 CHF | 32'077 CHF | 98.04% | 98.04% |
05.07.2024 | 13.61% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 1'000'000 | 415'954 | 68'660 CHF | 32'611 CHF | 98.98% | 98.98% |
04.07.2024 | 13.31% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 70'145 CHF | 32'058 CHF | 99.56% | 99.56% |
03.07.2024 | 15.33% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 494'751 | 60'288 CHF | 34'748 CHF | 97.62% | 97.62% |
02.07.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 498'512 | 60'017 CHF | 34'902 CHF | 99.57% | 99.57% |