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 | 16.15% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 57'270 CHF | 33'635 CHF | 99.41% | 99.41% |
12.07.2024 | 17.96% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'792 CHF | 30'396 CHF | 99.42% | 99.42% |
11.07.2024 | 14.44% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 64'596 CHF | 37'298 CHF | 99.38% | 99.38% |
10.07.2024 | 15.17% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 61'051 CHF | 35'525 CHF | 99.34% | 99.34% |
09.07.2024 | 15.09% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 61'443 CHF | 35'722 CHF | 99.35% | 99.35% |
08.07.2024 | 22.14% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'197 CHF | 25'099 CHF | 99.36% | 99.36% |
05.07.2024 | 21.73% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'228 CHF | 25'614 CHF | 99.34% | 99.34% |
04.07.2024 | 21.27% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 42'350 CHF | 26'175 CHF | 99.37% | 99.37% |
03.07.2024 | 16.20% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 57'100 CHF | 33'550 CHF | 99.27% | 99.27% |
02.07.2024 | 14.00% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 66'933 CHF | 38'466 CHF | 99.30% | 99.30% |