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 | 11.67% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'773 CHF | 45'386 CHF | 96.53% | 96.53% |
12.07.2024 | 10.99% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 86'291 CHF | 48'145 CHF | 92.06% | 92.06% |
11.07.2024 | 12.15% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 77'559 CHF | 43'780 CHF | 98.45% | 98.45% |
10.07.2024 | 14.68% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 63'419 CHF | 36'709 CHF | 98.45% | 98.45% |
09.07.2024 | 15.09% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 61'458 CHF | 35'729 CHF | 97.91% | 97.91% |
08.07.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'000 CHF | 40'000 CHF | 98.04% | 98.04% |
05.07.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'000 CHF | 40'000 CHF | 99.04% | 99.04% |
04.07.2024 | 13.31% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'171 CHF | 40'085 CHF | 99.57% | 99.57% |
03.07.2024 | 14.94% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 62'159 CHF | 36'079 CHF | 97.73% | 97.73% |
02.07.2024 | 13.67% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 68'350 CHF | 39'175 CHF | 99.57% | 99.57% |