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 | 12.14% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 77'771 CHF | 43'885 CHF | 99.09% | 99.09% |
12.07.2024 | 11.76% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'066 CHF | 45'033 CHF | 96.95% | 96.95% |
11.07.2024 | 13.31% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'176 CHF | 40'088 CHF | 93.63% | 93.63% |
10.07.2024 | 15.14% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 61'205 CHF | 35'603 CHF | 95.49% | 95.49% |
09.07.2024 | 15.71% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 58'836 CHF | 34'418 CHF | 97.47% | 97.47% |
08.07.2024 | 14.37% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 64'952 CHF | 37'476 CHF | 98.64% | 98.64% |
05.07.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'000 CHF | 30'000 CHF | 96.89% | 96.89% |
04.07.2024 | 17.11% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 53'827 CHF | 31'913 CHF | 99.37% | 99.37% |
03.07.2024 | 13.85% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 67'610 CHF | 38'805 CHF | 97.44% | 97.44% |
02.07.2024 | 13.54% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 68'988 CHF | 39'494 CHF | 97.36% | 97.36% |