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 | 15.00% | 0.07 CHF | 0.08 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 61'717 CHF | 71'717 CHF | 100.00% | 100.00% |
12.07.2024 | 14.87% | 0.06 CHF | 0.07 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 56'054 CHF | 65'054 CHF | 100.00% | 100.00% |
11.07.2024 | 15.02% | 0.06 CHF | 0.07 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 55'433 CHF | 64'433 CHF | 100.00% | 100.00% |
10.07.2024 | 14.38% | 0.06 CHF | 0.07 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 58'113 CHF | 67'113 CHF | 100.00% | 100.00% |
09.07.2024 | 15.15% | 0.06 CHF | 0.07 CHF | 800'000 | 800'000 | 800'000 | 800'000 | 48'815 CHF | 56'815 CHF | 100.00% | 100.00% |
08.07.2024 | 13.80% | 0.07 CHF | 0.08 CHF | 800'000 | 800'000 | 800'000 | 800'000 | 53'998 CHF | 61'998 CHF | 100.00% | 100.00% |
05.07.2024 | 13.51% | 0.07 CHF | 0.08 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 62'120 CHF | 71'120 CHF | 100.00% | 100.00% |
04.07.2024 | 13.78% | 0.07 CHF | 0.08 CHF | 800'000 | 800'000 | 800'000 | 800'000 | 54'082 CHF | 62'082 CHF | 100.00% | 100.00% |
03.07.2024 | 13.51% | 0.07 CHF | 0.08 CHF | 800'000 | 800'000 | 800'000 | 800'000 | 55'250 CHF | 63'250 CHF | 100.00% | 100.00% |
02.07.2024 | 12.48% | 0.07 CHF | 0.08 CHF | 800'000 | 800'000 | 800'000 | 800'000 | 60'187 CHF | 68'187 CHF | 100.00% | 100.00% |