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 | 9.13% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 104'760 CHF | 57'380 CHF | 99.43% | 99.43% |
12.07.2024 | 6.47% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 149'851 CHF | 79'926 CHF | 99.43% | 99.43% |
11.07.2024 | 7.21% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 134'236 CHF | 72'118 CHF | 99.36% | 99.36% |
10.07.2024 | 8.06% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 119'455 CHF | 64'727 CHF | 99.47% | 99.47% |
09.07.2024 | 15.27% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'573 CHF | 35'286 CHF | 97.26% | 97.26% |
08.07.2024 | 15.49% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'636 CHF | 34'818 CHF | 99.51% | 99.51% |
05.07.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'000 CHF | 35'000 CHF | 99.50% | 99.50% |
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 | 99.56% | 99.56% |
03.07.2024 | 15.28% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'501 CHF | 35'251 CHF | 99.50% | 99.50% |
02.07.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'000 CHF | 30'000 CHF | 98.41% | 98.41% |