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 | 11.63% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 81'205 CHF | 45'603 CHF | 99.48% | 99.48% |
12.07.2024 | 8.09% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 118'805 CHF | 64'402 CHF | 99.38% | 99.38% |
11.07.2024 | 9.22% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 104'004 CHF | 57'002 CHF | 99.49% | 99.49% |
10.07.2024 | 10.34% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 91'977 CHF | 50'988 CHF | 99.49% | 99.49% |
09.07.2024 | 21.36% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 42'186 CHF | 26'093 CHF | 97.26% | 97.26% |
08.07.2024 | 19.77% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 46'058 CHF | 28'029 CHF | 99.49% | 99.49% |
05.07.2024 | 22.14% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'195 CHF | 25'098 CHF | 99.41% | 99.41% |
04.07.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'000 CHF | 30'000 CHF | 99.56% | 99.56% |
03.07.2024 | 21.57% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'605 CHF | 25'802 CHF | 99.39% | 99.39% |
02.07.2024 | 23.04% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 38'705 CHF | 24'353 CHF | 98.39% | 98.39% |