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 | 14.02% | 0.07 CHF | 0.08 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 59'715 CHF | 68'715 CHF | 99.39% | 99.50% |
12.07.2024 | 14.04% | 0.07 CHF | 0.08 CHF | 1'000'000 | 999'780 | 1'000'000 | 999'780 | 66'240 CHF | 76'224 CHF | 99.50% | 99.50% |
11.07.2024 | 14.78% | 0.06 CHF | 0.07 CHF | 1'000'000 | 999'780 | 1'000'000 | 999'780 | 62'684 CHF | 72'668 CHF | 99.55% | 99.55% |
10.07.2024 | 15.96% | 0.06 CHF | 0.07 CHF | 1'000'000 | 999'780 | 1'000'000 | 999'780 | 57'782 CHF | 67'767 CHF | 99.56% | 99.56% |
09.07.2024 | 15.24% | 0.06 CHF | 0.07 CHF | 1'000'000 | 999'780 | 1'000'000 | 999'780 | 60'624 CHF | 70'608 CHF | 99.59% | 99.59% |
08.07.2024 | 14.82% | 0.06 CHF | 0.07 CHF | 1'000'000 | 999'780 | 1'000'000 | 999'780 | 62'492 CHF | 72'476 CHF | 99.49% | 99.49% |
05.07.2024 | 14.14% | 0.06 CHF | 0.07 CHF | 1'000'000 | 999'780 | 1'000'000 | 999'780 | 65'770 CHF | 75'753 CHF | 99.49% | 99.49% |
04.07.2024 | 14.31% | 0.07 CHF | 0.08 CHF | 1'000'000 | 999'780 | 1'000'000 | 999'780 | 64'893 CHF | 74'877 CHF | 99.59% | 99.59% |
03.07.2024 | 14.87% | 0.06 CHF | 0.07 CHF | 1'000'000 | 999'780 | 1'000'000 | 999'780 | 62'252 CHF | 72'236 CHF | 99.51% | 99.51% |
02.07.2024 | 16.33% | 0.06 CHF | 0.07 CHF | 1'000'000 | 999'780 | 1'000'000 | 999'780 | 56'269 CHF | 66'254 CHF | 99.52% | 99.52% |