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 | 8.68% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 110'704 CHF | 60'352 CHF | 99.49% | 99.49% |
12.07.2024 | 5.67% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 171'749 CHF | 90'874 CHF | 99.40% | 99.40% |
11.07.2024 | 6.30% | 0.17 CHF | 0.18 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 154'184 CHF | 82'092 CHF | 99.47% | 99.47% |
10.07.2024 | 6.94% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 139'575 CHF | 74'788 CHF | 99.48% | 99.48% |
09.07.2024 | 14.85% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 62'738 CHF | 36'369 CHF | 97.26% | 97.26% |
08.07.2024 | 14.44% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 64'594 CHF | 37'297 CHF | 99.51% | 99.51% |
05.07.2024 | 13.37% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 69'838 CHF | 39'919 CHF | 99.45% | 99.45% |
04.07.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'000 CHF | 40'000 CHF | 99.58% | 99.58% |
03.07.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'000 CHF | 40'000 CHF | 99.43% | 99.43% |
02.07.2024 | 15.92% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 58'076 CHF | 34'038 CHF | 98.42% | 98.42% |