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 | 15.31% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 496'469 | 60'871 CHF | 35'133 CHF | 98.71% | 98.71% |
12.07.2024 | 14.46% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 64'504 CHF | 37'252 CHF | 96.53% | 96.53% |
11.07.2024 | 18.18% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'079 CHF | 30'039 CHF | 93.74% | 93.74% |
10.07.2024 | 22.14% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'212 CHF | 25'106 CHF | 96.59% | 96.59% |
09.07.2024 | 23.64% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 37'761 CHF | 23'881 CHF | 97.07% | 97.07% |
08.07.2024 | 21.03% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 42'957 CHF | 26'479 CHF | 99.19% | 99.19% |
05.07.2024 | 28.63% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'948 CHF | 19'974 CHF | 97.77% | 97.77% |
04.07.2024 | 28.86% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'747 CHF | 19'873 CHF | 99.36% | 99.36% |
03.07.2024 | 19.86% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 46'639 CHF | 28'319 CHF | 96.64% | 96.64% |
02.07.2024 | 18.67% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 48'782 CHF | 29'391 CHF | 97.70% | 97.70% |