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 | 13.40% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 69'681 CHF | 39'841 CHF | 99.46% | 99.46% |
12.07.2024 | 12.96% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 72'398 CHF | 41'199 CHF | 99.49% | 99.49% |
11.07.2024 | 15.21% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'857 CHF | 35'429 CHF | 99.27% | 99.27% |
10.07.2024 | 15.42% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'877 CHF | 34'939 CHF | 99.45% | 99.45% |
09.07.2024 | 16.38% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 56'455 CHF | 33'227 CHF | 86.63% | 86.63% |
08.07.2024 | 15.50% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'570 CHF | 34'785 CHF | 99.43% | 99.43% |
05.07.2024 | 15.62% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'149 CHF | 34'575 CHF | 99.39% | 99.39% |
04.07.2024 | 15.39% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'993 CHF | 34'996 CHF | 99.57% | 99.57% |
03.07.2024 | 17.72% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 51'664 CHF | 30'832 CHF | 99.37% | 99.37% |
02.07.2024 | 18.19% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'972 CHF | 29'986 CHF | 99.54% | 99.54% |