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 | 17.21% | 0.05 CHF | 0.06 CHF | 1'000'000 | 467'350 | 1'000'000 | 467'350 | 53'246 CHF | 29'558 CHF | 100.00% | 100.00% |
12.07.2024 | 17.20% | 0.06 CHF | 0.07 CHF | 1'000'000 | 467'350 | 1'000'000 | 467'350 | 53'148 CHF | 29'512 CHF | 100.00% | 100.00% |
11.07.2024 | 18.52% | 0.05 CHF | 0.06 CHF | 1'000'000 | 467'350 | 1'000'000 | 467'350 | 49'014 CHF | 27'580 CHF | 100.00% | 100.00% |
10.07.2024 | 19.56% | 0.05 CHF | 0.06 CHF | 1'000'000 | 467'350 | 1'000'000 | 467'350 | 46'140 CHF | 26'237 CHF | 100.00% | 100.00% |
09.07.2024 | 18.87% | 0.05 CHF | 0.06 CHF | 1'000'000 | 467'350 | 1'000'000 | 467'350 | 48'042 CHF | 27'126 CHF | 100.00% | 100.00% |
08.07.2024 | 19.42% | 0.05 CHF | 0.06 CHF | 1'000'000 | 467'350 | 1'000'000 | 467'350 | 46'546 CHF | 26'427 CHF | 100.00% | 100.00% |
05.07.2024 | 19.30% | 0.05 CHF | 0.06 CHF | 1'000'000 | 467'350 | 1'000'000 | 467'350 | 46'849 CHF | 26'568 CHF | 100.00% | 100.00% |
04.07.2024 | 19.17% | 0.05 CHF | 0.06 CHF | 1'000'000 | 467'350 | 1'000'000 | 467'350 | 47'176 CHF | 26'721 CHF | 100.00% | 100.00% |
03.07.2024 | 20.02% | 0.05 CHF | 0.06 CHF | 1'000'000 | 467'350 | 1'000'000 | 467'350 | 44'955 CHF | 25'683 CHF | 100.00% | 100.00% |
02.07.2024 | 21.46% | 0.05 CHF | 0.06 CHF | 1'000'000 | 467'350 | 1'000'000 | 467'350 | 41'634 CHF | 24'131 CHF | 100.00% | 100.00% |