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 | 14.29% | 0.07 CHF | 0.08 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 65'000 CHF | 75'000 CHF | 100.00% | 100.00% |
12.07.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 70'000 CHF | 80'000 CHF | 100.00% | 100.00% |
11.07.2024 | 12.99% | 0.07 CHF | 0.08 CHF | 1'000'000 | 1'000'000 | 999'347 | 999'347 | 71'953 CHF | 81'947 CHF | 100.00% | 100.00% |
10.07.2024 | 12.20% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 77'000 CHF | 87'000 CHF | 100.00% | 100.00% |
09.07.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 70'000 CHF | 80'000 CHF | 100.00% | 100.00% |
08.07.2024 | 14.08% | 0.07 CHF | 0.08 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 66'000 CHF | 76'000 CHF | 100.00% | 100.00% |
05.07.2024 | 14.29% | 0.07 CHF | 0.08 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 65'000 CHF | 75'000 CHF | 100.00% | 100.00% |
04.07.2024 | 13.70% | 0.07 CHF | 0.08 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 68'000 CHF | 78'000 CHF | 100.00% | 100.00% |
03.07.2024 | 12.66% | 0.07 CHF | 0.08 CHF | 1'000'000 | 1'000'000 | 999'699 | 999'699 | 73'978 CHF | 83'975 CHF | 100.00% | 100.00% |
02.07.2024 | 12.82% | 0.07 CHF | 0.08 CHF | 1'000'000 | 1'000'000 | 999'693 | 999'693 | 72'978 CHF | 82'975 CHF | 100.00% | 100.00% |