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 | 24.28% | 0.04 CHF | 0.05 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 36'197 CHF | 46'197 CHF | 99.51% | 99.51% |
12.07.2024 | 25.72% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 33'895 CHF | 43'895 CHF | 99.52% | 99.52% |
11.07.2024 | 24.94% | 0.03 CHF | 0.04 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 31'663 CHF | 40'663 CHF | 99.52% | 99.52% |
10.07.2024 | 22.72% | 0.04 CHF | 0.05 CHF | 800'000 | 800'000 | 800'000 | 800'000 | 31'220 CHF | 39'220 CHF | 99.55% | 99.55% |
09.07.2024 | 22.26% | 0.04 CHF | 0.05 CHF | 800'000 | 800'000 | 800'000 | 800'000 | 31'947 CHF | 39'947 CHF | 99.48% | 99.48% |
08.07.2024 | 22.86% | 0.04 CHF | 0.05 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 34'901 CHF | 43'901 CHF | 99.57% | 99.57% |
05.07.2024 | 23.14% | 0.04 CHF | 0.05 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 34'396 CHF | 43'396 CHF | 99.57% | 99.57% |
04.07.2024 | 22.75% | 0.04 CHF | 0.05 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 35'074 CHF | 44'074 CHF | 99.52% | 99.52% |
03.07.2024 | 21.74% | 0.04 CHF | 0.05 CHF | 800'000 | 800'000 | 800'000 | 800'000 | 32'814 CHF | 40'814 CHF | 99.55% | 99.55% |
02.07.2024 | 21.59% | 0.04 CHF | 0.05 CHF | 800'000 | 800'000 | 800'000 | 800'000 | 33'055 CHF | 41'055 CHF | 99.47% | 99.47% |