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 | 18.54% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'118 CHF | 29'559 CHF | 99.56% | 99.56% |
12.07.2024 | 17.77% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 51'468 CHF | 30'734 CHF | 99.47% | 99.47% |
11.07.2024 | 15.40% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'953 CHF | 34'976 CHF | 99.48% | 99.48% |
10.07.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'000 CHF | 35'000 CHF | 99.61% | 99.61% |
09.07.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'000 CHF | 35'000 CHF | 99.59% | 99.59% |
08.07.2024 | 14.76% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 63'344 CHF | 36'672 CHF | 99.55% | 99.55% |
05.07.2024 | 15.49% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'618 CHF | 34'809 CHF | 99.57% | 99.57% |
04.07.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'000 CHF | 35'000 CHF | 99.58% | 99.58% |
03.07.2024 | 15.42% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'884 CHF | 34'942 CHF | 99.53% | 99.53% |
02.07.2024 | 13.34% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 69'992 CHF | 39'996 CHF | 99.57% | 99.57% |