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 | 19.51% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 351'569 | 46'465 CHF | 20'182 CHF | 100.00% | 100.00% |
12.07.2024 | 20.84% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 980'399 | 254'971 | 42'202 CHF | 13'572 CHF | 98.48% | 98.48% |
11.07.2024 | 19.06% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 992'153 | 371'117 | 47'193 CHF | 21'648 CHF | 99.31% | 99.31% |
10.07.2024 | 22.28% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'101 CHF | 12'525 CHF | 99.77% | 99.77% |
09.07.2024 | 21.03% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 42'698 CHF | 13'175 CHF | 100.00% | 100.00% |
08.07.2024 | 19.27% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 990'217 | 344'724 | 46'577 CHF | 19'906 CHF | 98.99% | 98.99% |
05.07.2024 | 16.82% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 930'992 | 474'663 | 50'698 CHF | 30'600 CHF | 100.00% | 100.00% |
04.07.2024 | 16.89% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 932'431 | 477'468 | 50'550 CHF | 30'668 CHF | 98.16% | 98.16% |
03.07.2024 | 18.42% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 464'991 | 49'347 CHF | 27'718 CHF | 100.00% | 100.00% |
02.07.2024 | 21.58% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 41'456 CHF | 12'864 CHF | 100.00% | 100.00% |