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 | 14.20% | 0.07 CHF | 0.08 CHF | 1'500'000 | 100'000 | 1'500'000 | 107'000 | 101'095 CHF | 8'160 CHF | 99.27% | 99.27% |
12.07.2024 | 18.95% | 0.09 CHF | 0.10 CHF | 1'500'000 | 100'000 | 1'500'000 | 141'110 | 76'741 CHF | 8'347 CHF | 99.27% | 99.27% |
11.07.2024 | 24.15% | 0.05 CHF | 0.06 CHF | 1'500'000 | 150'000 | 1'500'000 | 165'742 | 56'279 CHF | 7'758 CHF | 99.27% | 99.27% |
10.07.2024 | 20.48% | 0.04 CHF | 0.05 CHF | 1'500'000 | 150'000 | 1'500'000 | 155'243 | 67'473 CHF | 8'466 CHF | 99.27% | 99.27% |
09.07.2024 | 14.80% | 0.06 CHF | 0.07 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 94'275 CHF | 10'928 CHF | 99.27% | 99.27% |
08.07.2024 | 14.64% | 0.06 CHF | 0.07 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 96'054 CHF | 11'105 CHF | 99.21% | 99.21% |
05.07.2024 | 10.48% | 0.08 CHF | 0.09 CHF | 1'500'000 | 150'000 | 1'500'000 | 124'929 | 137'496 CHF | 12'529 CHF | 99.26% | 99.26% |
04.07.2024 | 8.32% | 0.11 CHF | 0.12 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 173'379 CHF | 12'559 CHF | 99.27% | 99.27% |
03.07.2024 | 14.25% | 0.11 CHF | 0.12 CHF | 1'500'000 | 100'000 | 1'500'000 | 138'319 | 105'438 CHF | 10'742 CHF | 99.27% | 99.27% |
02.07.2024 | 16.71% | 0.07 CHF | 0.08 CHF | 1'500'000 | 150'000 | 1'500'000 | 176'782 | 83'634 CHF | 11'483 CHF | 99.26% | 99.26% |