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 | 19.39% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 330'636 | 46'683 CHF | 18'968 CHF | 100.00% | 100.00% |
12.07.2024 | 20.36% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 992'558 | 262'332 | 43'922 CHF | 14'285 CHF | 98.97% | 98.97% |
11.07.2024 | 18.89% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 992'247 | 400'130 | 47'658 CHF | 23'466 CHF | 99.05% | 99.05% |
10.07.2024 | 16.67% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 920'992 | 469'518 | 50'631 CHF | 30'510 CHF | 99.84% | 99.84% |
09.07.2024 | 13.18% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 712'932 | 368'968 | 50'508 CHF | 29'833 CHF | 100.00% | 100.00% |
08.07.2024 | 11.71% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 626'953 | 323'897 | 50'404 CHF | 29'271 CHF | 100.00% | 100.00% |
05.07.2024 | 11.08% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 598'575 | 301'303 | 51'022 CHF | 28'700 CHF | 100.00% | 100.00% |
04.07.2024 | 11.04% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 596'249 | 303'125 | 51'064 CHF | 28'998 CHF | 100.00% | 100.00% |
03.07.2024 | 9.82% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 523'590 | 435'996 | 50'698 CHF | 47'084 CHF | 99.51% | 99.51% |
02.07.2024 | 9.72% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 518'057 | 448'031 | 50'689 CHF | 48'757 CHF | 100.00% | 100.00% |