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 | 18.28% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'764 CHF | 29'882 CHF | 99.11% | 99.11% |
12.07.2024 | 18.20% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'968 CHF | 29'984 CHF | 98.89% | 98.89% |
11.07.2024 | 21.70% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'286 CHF | 25'643 CHF | 99.00% | 99.00% |
10.07.2024 | 22.12% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'873 CHF | 25'437 CHF | 99.11% | 99.11% |
09.07.2024 | 22.23% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'992 CHF | 24'996 CHF | 99.13% | 99.13% |
08.07.2024 | 12.08% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 1'000'000 | 401'176 | 78'031 CHF | 35'307 CHF | 99.10% | 99.10% |
05.07.2024 | 10.76% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 88'150 CHF | 39'260 CHF | 98.73% | 98.73% |
04.07.2024 | 10.67% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 88'986 CHF | 39'594 CHF | 98.79% | 98.79% |
03.07.2024 | 11.76% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 404'379 | 80'000 CHF | 36'394 CHF | 99.06% | 99.06% |
02.07.2024 | 13.81% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 67'684 CHF | 38'842 CHF | 99.18% | 99.18% |