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 | 22.70% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'491 CHF | 24'746 CHF | 93.41% | 93.41% |
12.07.2024 | 17.67% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 51'821 CHF | 30'911 CHF | 94.34% | 94.34% |
11.07.2024 | 13.63% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 68'594 CHF | 39'297 CHF | 90.60% | 90.60% |
10.07.2024 | 11.09% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 85'499 CHF | 47'750 CHF | 87.11% | 87.11% |
09.07.2024 | 10.36% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 91'650 CHF | 50'825 CHF | 84.45% | 84.45% |
08.07.2024 | 11.60% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 81'367 CHF | 45'684 CHF | 85.93% | 85.93% |
05.07.2024 | 11.40% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 82'985 CHF | 46'492 CHF | 91.13% | 91.13% |
04.07.2024 | 9.50% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 100'475 CHF | 55'237 CHF | 80.00% | 80.00% |
03.07.2024 | 9.27% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 103'293 CHF | 56'647 CHF | 91.64% | 91.64% |
02.07.2024 | 8.14% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 444'014 | 118'545 CHF | 56'724 CHF | 96.56% | 96.56% |