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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 13.90% | 0.07 CHF | 0.08 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 66'953 CHF | 76'953 CHF | 100.00% | 100.00% |
24.07.2024 | 14.43% | 0.07 CHF | 0.08 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 64'312 CHF | 74'312 CHF | 100.00% | 100.00% |
23.07.2024 | 13.26% | 0.07 CHF | 0.08 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 63'606 CHF | 72'606 CHF | 100.00% | 100.00% |
22.07.2024 | 12.77% | 0.07 CHF | 0.08 CHF | 800'000 | 800'000 | 800'000 | 800'000 | 58'681 CHF | 66'681 CHF | 100.00% | 100.00% |
19.07.2024 | 11.60% | 0.08 CHF | 0.09 CHF | 800'000 | 800'000 | 800'000 | 800'000 | 64'988 CHF | 72'988 CHF | 100.00% | 100.00% |
18.07.2024 | 11.91% | 0.08 CHF | 0.09 CHF | 800'000 | 800'000 | 800'000 | 800'000 | 63'201 CHF | 71'201 CHF | 100.00% | 100.00% |
17.07.2024 | 11.77% | 0.08 CHF | 0.09 CHF | 800'000 | 800'000 | 800'000 | 800'000 | 63'964 CHF | 71'964 CHF | 99.75% | 99.75% |
16.07.2024 | 12.14% | 0.08 CHF | 0.09 CHF | 800'000 | 800'000 | 800'000 | 800'000 | 61'878 CHF | 69'878 CHF | 100.00% | 100.00% |
15.07.2024 | 11.92% | 0.08 CHF | 0.09 CHF | 800'000 | 800'000 | 800'000 | 800'000 | 63'132 CHF | 71'132 CHF | 100.00% | 100.00% |
12.07.2024 | 11.55% | 0.08 CHF | 0.09 CHF | 800'000 | 800'000 | 800'000 | 800'000 | 65'249 CHF | 73'249 CHF | 100.00% | 100.00% |