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 | 19.39% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 47'009 CHF | 28'505 CHF | 93.46% | 93.46% |
12.07.2024 | 18.71% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 48'695 CHF | 29'347 CHF | 93.21% | 93.21% |
11.07.2024 | 17.84% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 51'215 CHF | 30'608 CHF | 94.63% | 94.63% |
10.07.2024 | 16.20% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 57'070 CHF | 33'535 CHF | 96.10% | 96.10% |
09.07.2024 | 18.17% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'045 CHF | 30'022 CHF | 91.44% | 91.44% |
08.07.2024 | 16.63% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 55'558 CHF | 32'779 CHF | 95.71% | 95.71% |
05.07.2024 | 16.05% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 57'610 CHF | 33'805 CHF | 92.55% | 92.55% |
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 | 90.50% | 90.50% |
03.07.2024 | 15.36% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'103 CHF | 35'051 CHF | 97.07% | 97.07% |
02.07.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'000 CHF | 35'000 CHF | 94.88% | 94.88% |