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 | 13.06% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 71'770 CHF | 40'885 CHF | 99.57% | 99.57% |
12.07.2024 | 13.08% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 71'613 CHF | 40'807 CHF | 99.51% | 99.51% |
11.07.2024 | 11.69% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'573 CHF | 45'287 CHF | 99.49% | 99.49% |
10.07.2024 | 10.27% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 92'589 CHF | 51'294 CHF | 99.60% | 99.60% |
09.07.2024 | 9.67% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 481'768 | 99'216 CHF | 52'408 CHF | 99.57% | 99.57% |
08.07.2024 | 14.32% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 65'169 CHF | 37'585 CHF | 99.62% | 99.62% |
05.07.2024 | 13.39% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 69'713 CHF | 39'856 CHF | 99.53% | 99.53% |
04.07.2024 | 14.84% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 62'636 CHF | 36'318 CHF | 99.58% | 99.58% |
03.07.2024 | 11.72% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'425 CHF | 45'213 CHF | 99.57% | 99.57% |
02.07.2024 | 8.50% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 476'677 | 112'854 CHF | 58'395 CHF | 99.56% | 99.56% |