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 | 13.30% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'203 CHF | 40'102 CHF | 99.57% | 99.57% |
12.07.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'000 CHF | 40'000 CHF | 99.53% | 99.53% |
11.07.2024 | 12.80% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 73'386 CHF | 41'693 CHF | 99.50% | 99.50% |
10.07.2024 | 11.51% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 82'096 CHF | 46'048 CHF | 99.59% | 99.59% |
09.07.2024 | 10.98% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 86'487 CHF | 48'243 CHF | 99.52% | 99.52% |
08.07.2024 | 14.80% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 62'836 CHF | 36'418 CHF | 99.51% | 99.51% |
05.07.2024 | 14.37% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 64'941 CHF | 37'471 CHF | 99.57% | 99.57% |
04.07.2024 | 15.05% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 61'608 CHF | 35'804 CHF | 99.58% | 99.58% |
03.07.2024 | 13.22% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'715 CHF | 40'357 CHF | 99.58% | 99.58% |
02.07.2024 | 10.37% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 91'519 CHF | 50'760 CHF | 99.60% | 99.60% |