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 | 18.05% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 994'398 | 498'133 | 50'145 CHF | 30'103 CHF | 100.00% | 100.00% |
12.07.2024 | 16.77% | 0.05 CHF | 0.06 CHF | 925'000 | 475'000 | 927'405 | 473'450 | 50'708 CHF | 30'623 CHF | 99.76% | 99.76% |
11.07.2024 | 15.62% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 841'097 | 410'905 | 49'709 CHF | 28'677 CHF | 100.00% | 100.00% |
10.07.2024 | 14.21% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 772'489 | 397'648 | 50'500 CHF | 29'979 CHF | 94.70% | 94.70% |
09.07.2024 | 14.16% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 768'456 | 396'728 | 50'437 CHF | 30'007 CHF | 99.67% | 99.67% |
08.07.2024 | 14.70% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 800'848 | 408'297 | 50'470 CHF | 29'827 CHF | 100.00% | 100.00% |
05.07.2024 | 12.71% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 684'358 | 354'678 | 50'453 CHF | 29'696 CHF | 100.00% | 100.00% |
04.07.2024 | 11.61% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 620'827 | 320'182 | 50'421 CHF | 29'197 CHF | 100.00% | 100.00% |
03.07.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 625'000 | 325'000 | 566'309 | 356'659 | 50'940 CHF | 36'222 CHF | 99.33% | 99.33% |
02.07.2024 | 9.53% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 502'167 | 494'219 | 50'198 CHF | 54'346 CHF | 99.62% | 99.62% |