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 | 12.05% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 78'209 CHF | 44'105 CHF | 94.77% | 94.77% |
12.07.2024 | 11.75% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'094 CHF | 45'047 CHF | 99.18% | 99.18% |
11.07.2024 | 11.76% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'000 CHF | 45'000 CHF | 98.19% | 98.19% |
10.07.2024 | 13.36% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 69'880 CHF | 39'940 CHF | 99.33% | 99.33% |
09.07.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'021 CHF | 35'010 CHF | 99.36% | 99.36% |
08.07.2024 | 15.37% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'086 CHF | 35'043 CHF | 98.76% | 98.76% |
05.07.2024 | 15.57% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'331 CHF | 34'666 CHF | 98.90% | 98.90% |
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 | 99.38% | 99.38% |
03.07.2024 | 15.39% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'996 CHF | 34'998 CHF | 99.41% | 99.41% |
02.07.2024 | 15.36% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'098 CHF | 35'049 CHF | 99.41% | 99.41% |