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 | 10.64% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 89'076 CHF | 49'538 CHF | 99.61% | 99.61% |
12.07.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 90'005 CHF | 50'003 CHF | 96.38% | 96.38% |
11.07.2024 | 11.30% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 84'174 CHF | 47'087 CHF | 91.13% | 91.13% |
10.07.2024 | 14.96% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 62'090 CHF | 36'045 CHF | 99.59% | 99.59% |
09.07.2024 | 15.79% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 58'626 CHF | 34'313 CHF | 96.53% | 96.53% |
08.07.2024 | 14.74% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 63'142 CHF | 36'571 CHF | 99.55% | 99.55% |
05.07.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'017 CHF | 35'008 CHF | 97.99% | 97.99% |
04.07.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'019 CHF | 35'010 CHF | 99.57% | 99.57% |
03.07.2024 | 15.34% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'204 CHF | 35'102 CHF | 99.47% | 99.47% |
02.07.2024 | 13.48% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 69'290 CHF | 39'645 CHF | 97.49% | 97.49% |