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 | 19.97% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 278'372 | 45'160 CHF | 15'474 CHF | 100.00% | 100.00% |
12.07.2024 | 18.74% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 983'342 | 407'903 | 47'731 CHF | 24'170 CHF | 98.42% | 98.42% |
11.07.2024 | 19.52% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 305'996 | 46'312 CHF | 17'404 CHF | 99.75% | 99.75% |
10.07.2024 | 15.77% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 871'163 | 437'466 | 50'881 CHF | 29'920 CHF | 99.78% | 99.78% |
09.07.2024 | 14.51% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 789'833 | 404'945 | 50'470 CHF | 29'935 CHF | 100.00% | 100.00% |
08.07.2024 | 14.33% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 771'013 | 399'002 | 49'940 CHF | 29'837 CHF | 98.98% | 98.98% |
05.07.2024 | 13.24% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 717'389 | 371'196 | 50'618 CHF | 29'903 CHF | 100.00% | 100.00% |
04.07.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 721'495 | 374'078 | 50'524 CHF | 29'937 CHF | 98.15% | 98.15% |
03.07.2024 | 11.74% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 626'848 | 322'916 | 50'263 CHF | 29'113 CHF | 100.00% | 100.00% |
02.07.2024 | 10.04% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 535'353 | 416'545 | 50'615 CHF | 44'287 CHF | 100.00% | 100.00% |