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 | 19.51% | 0.05 CHF | 0.06 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 46'287 CHF | 56'287 CHF | 100.00% | 100.00% |
12.07.2024 | 19.12% | 0.05 CHF | 0.06 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 47'296 CHF | 57'296 CHF | 100.00% | 100.00% |
11.07.2024 | 19.53% | 0.05 CHF | 0.06 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 46'232 CHF | 56'232 CHF | 100.00% | 100.00% |
10.07.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 50'018 CHF | 60'018 CHF | 100.00% | 100.00% |
09.07.2024 | 17.89% | 0.05 CHF | 0.06 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 50'904 CHF | 60'904 CHF | 100.00% | 100.00% |
08.07.2024 | 17.37% | 0.05 CHF | 0.06 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 52'594 CHF | 62'594 CHF | 100.00% | 100.00% |
05.07.2024 | 16.79% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 54'588 CHF | 64'588 CHF | 100.00% | 100.00% |
04.07.2024 | 17.55% | 0.05 CHF | 0.06 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 51'986 CHF | 61'986 CHF | 100.00% | 100.00% |
03.07.2024 | 16.85% | 0.05 CHF | 0.06 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 54'355 CHF | 64'355 CHF | 100.00% | 100.00% |
02.07.2024 | 17.68% | 0.05 CHF | 0.06 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 51'588 CHF | 61'588 CHF | 100.00% | 100.00% |