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 | 13.33% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'000 CHF | 40'000 CHF | 99.60% | 99.60% |
12.07.2024 | 13.34% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 69'981 CHF | 39'990 CHF | 99.60% | 99.60% |
11.07.2024 | 14.94% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 62'221 CHF | 36'111 CHF | 92.76% | 92.76% |
10.07.2024 | 15.25% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'680 CHF | 35'340 CHF | 98.52% | 98.52% |
09.07.2024 | 13.70% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 68'207 CHF | 39'103 CHF | 99.03% | 99.03% |
08.07.2024 | 14.93% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 62'226 CHF | 36'113 CHF | 99.58% | 99.58% |
05.07.2024 | 11.59% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 81'464 CHF | 45'732 CHF | 89.79% | 89.79% |
04.07.2024 | 11.77% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 79'959 CHF | 44'979 CHF | 99.20% | 99.20% |
03.07.2024 | 11.51% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 82'049 CHF | 46'025 CHF | 97.73% | 97.73% |
02.07.2024 | 10.52% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 90'049 CHF | 50'024 CHF | 95.41% | 95.41% |