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 | 12.38% | 0.07 CHF | 0.08 CHF | 1'000'000 | 100'000 | 1'000'000 | 101'113 | 76'130 CHF | 8'702 CHF | 95.92% | 95.92% |
12.07.2024 | 13.59% | 0.07 CHF | 0.08 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 68'728 CHF | 11'809 CHF | 99.38% | 99.38% |
11.07.2024 | 15.51% | 0.06 CHF | 0.07 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 59'555 CHF | 10'433 CHF | 99.38% | 99.38% |
10.07.2024 | 15.17% | 0.06 CHF | 0.07 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 61'060 CHF | 10'659 CHF | 99.37% | 99.37% |
09.07.2024 | 13.53% | 0.06 CHF | 0.07 CHF | 1'000'000 | 150'000 | 1'000'000 | 142'884 | 69'064 CHF | 11'290 CHF | 99.38% | 99.38% |
08.07.2024 | 11.60% | 0.08 CHF | 0.09 CHF | 1'000'000 | 100'000 | 1'000'000 | 102'159 | 81'479 CHF | 9'321 CHF | 99.38% | 99.38% |
05.07.2024 | 12.48% | 0.08 CHF | 0.09 CHF | 1'000'000 | 100'000 | 1'000'000 | 122'885 | 75'428 CHF | 10'374 CHF | 99.38% | 99.38% |
04.07.2024 | 13.31% | 0.08 CHF | 0.09 CHF | 1'000'000 | 150'000 | 1'000'000 | 149'996 | 70'166 CHF | 12'025 CHF | 98.59% | 98.59% |
03.07.2024 | 13.52% | 0.07 CHF | 0.08 CHF | 1'000'000 | 150'000 | 1'000'000 | 137'235 | 69'741 CHF | 10'812 CHF | 99.37% | 99.37% |
02.07.2024 | 11.87% | 0.09 CHF | 0.10 CHF | 1'000'000 | 100'000 | 1'000'000 | 117'215 | 79'606 CHF | 10'418 CHF | 99.38% | 99.38% |