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 | 21.76% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 41'157 CHF | 12'789 CHF | 100.00% | 100.00% |
12.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 987'301 | 250'000 | 39'492 CHF | 12'500 CHF | 98.42% | 98.42% |
11.07.2024 | 22.13% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 992'183 | 250'000 | 39'891 CHF | 12'551 CHF | 99.23% | 99.23% |
10.07.2024 | 18.59% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 445'860 | 48'890 CHF | 26'456 CHF | 99.77% | 99.77% |
09.07.2024 | 18.63% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 435'549 | 48'768 CHF | 25'792 CHF | 100.00% | 100.00% |
08.07.2024 | 18.66% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 989'730 | 430'793 | 48'161 CHF | 25'497 CHF | 98.99% | 98.99% |
05.07.2024 | 17.47% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 966'703 | 488'900 | 50'512 CHF | 30'449 CHF | 100.00% | 100.00% |
04.07.2024 | 17.48% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 959'441 | 486'469 | 50'115 CHF | 30'288 CHF | 98.15% | 98.15% |
03.07.2024 | 16.04% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 888'291 | 450'526 | 50'945 CHF | 30'330 CHF | 100.00% | 100.00% |
02.07.2024 | 15.30% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 838'802 | 430'140 | 50'615 CHF | 30'263 CHF | 100.00% | 100.00% |