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 | 22.98% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 38'630 CHF | 12'157 CHF | 100.00% | 100.00% |
12.07.2024 | 19.73% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 980'653 | 308'194 | 44'962 CHF | 17'449 CHF | 98.46% | 98.46% |
11.07.2024 | 19.35% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 992'145 | 339'511 | 46'441 CHF | 19'566 CHF | 99.33% | 99.33% |
10.07.2024 | 19.79% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 284'173 | 45'567 CHF | 15'902 CHF | 99.79% | 99.79% |
09.07.2024 | 19.20% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 359'396 | 47'204 CHF | 20'846 CHF | 100.00% | 100.00% |
08.07.2024 | 18.67% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 990'325 | 428'641 | 48'227 CHF | 25'383 CHF | 98.99% | 98.99% |
05.07.2024 | 18.00% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 968'639 | 445'599 | 49'129 CHF | 27'314 CHF | 100.00% | 100.00% |
04.07.2024 | 17.88% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 980'924 | 493'633 | 49'969 CHF | 30'091 CHF | 98.17% | 98.17% |
03.07.2024 | 15.42% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 849'894 | 424'965 | 50'883 CHF | 29'692 CHF | 100.00% | 100.00% |
02.07.2024 | 14.04% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 763'615 | 394'044 | 50'580 CHF | 30'042 CHF | 100.00% | 100.00% |