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 | 18.87% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 994'113 | 385'316 | 47'856 CHF | 22'633 CHF | 99.38% | 99.38% |
12.07.2024 | 17.35% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 958'844 | 483'826 | 50'515 CHF | 30'336 CHF | 99.05% | 99.05% |
11.07.2024 | 18.05% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 976'658 | 478'884 | 49'299 CHF | 29'005 CHF | 97.74% | 97.74% |
10.07.2024 | 20.04% | 0.05 CHF | 0.06 CHF | 925'000 | 475'000 | 985'234 | 354'555 | 44'673 CHF | 20'143 CHF | 95.44% | 95.44% |
09.07.2024 | 18.30% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 991'553 | 477'421 | 49'266 CHF | 28'560 CHF | 99.04% | 99.04% |
08.07.2024 | 17.00% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 934'560 | 478'187 | 50'325 CHF | 30'542 CHF | 99.22% | 99.22% |
05.07.2024 | 14.71% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 796'890 | 411'131 | 50'162 CHF | 29'998 CHF | 99.38% | 99.38% |
04.07.2024 | 14.54% | 0.07 CHF | 0.08 CHF | 850'000 | 425'000 | 792'087 | 405'645 | 50'538 CHF | 29'948 CHF | 99.38% | 99.38% |
03.07.2024 | 15.45% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 854'988 | 424'109 | 51'066 CHF | 29'589 CHF | 98.61% | 98.61% |
02.07.2024 | 18.71% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 996'951 | 423'939 | 48'405 CHF | 25'033 CHF | 99.04% | 99.04% |