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 | 19.81% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 45'960 CHF | 27'980 CHF | 99.61% | 99.61% |
12.07.2024 | 22.20% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'054 CHF | 25'027 CHF | 99.47% | 99.47% |
11.07.2024 | 17.49% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 52'488 CHF | 31'244 CHF | 98.93% | 98.93% |
10.07.2024 | 14.37% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 64'944 CHF | 37'472 CHF | 99.59% | 99.59% |
09.07.2024 | 13.15% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 1'000'000 | 409'797 | 71'204 CHF | 33'265 CHF | 99.54% | 99.54% |
08.07.2024 | 15.48% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'669 CHF | 34'835 CHF | 99.57% | 99.57% |
05.07.2024 | 13.37% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 426'847 | 69'828 CHF | 34'062 CHF | 99.58% | 99.58% |
04.07.2024 | 12.85% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 440'797 | 73'063 CHF | 36'489 CHF | 99.57% | 99.57% |
03.07.2024 | 17.44% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 497'007 | 52'789 CHF | 31'155 CHF | 99.46% | 99.46% |
02.07.2024 | 16.47% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 56'117 CHF | 33'059 CHF | 99.31% | 99.31% |