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 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 999'228 | 499'742 | 49'979 CHF | 29'994 CHF | 100.00% | 100.00% |
12.07.2024 | 17.88% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 988'196 | 496'066 | 50'365 CHF | 30'249 CHF | 99.76% | 99.76% |
11.07.2024 | 18.03% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 973'840 | 437'909 | 49'258 CHF | 26'829 CHF | 100.00% | 100.00% |
10.07.2024 | 18.40% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 470'952 | 49'390 CHF | 28'072 CHF | 94.69% | 94.69% |
09.07.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 998'670 | 499'556 | 49'934 CHF | 29'973 CHF | 99.67% | 99.67% |
08.07.2024 | 16.00% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 886'418 | 449'279 | 50'964 CHF | 30'311 CHF | 100.00% | 100.00% |
05.07.2024 | 16.67% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 925'000 | 475'000 | 50'871 CHF | 30'873 CHF | 100.00% | 100.00% |
04.07.2024 | 17.41% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 960'485 | 486'829 | 50'379 CHF | 30'417 CHF | 100.00% | 100.00% |
03.07.2024 | 17.84% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 983'974 | 494'658 | 50'266 CHF | 30'226 CHF | 99.33% | 99.33% |
02.07.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'000 CHF | 30'000 CHF | 99.61% | 99.61% |