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 | 17.32% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 956'937 | 485'646 | 50'504 CHF | 30'500 CHF | 100.00% | 100.00% |
12.07.2024 | 17.58% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 963'080 | 487'693 | 49'960 CHF | 30'193 CHF | 99.69% | 99.69% |
11.07.2024 | 16.58% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 913'436 | 469'656 | 50'519 CHF | 30'668 CHF | 98.75% | 98.75% |
10.07.2024 | 15.16% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 833'790 | 419'545 | 50'821 CHF | 29'778 CHF | 96.09% | 96.09% |
09.07.2024 | 14.48% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 795'592 | 404'953 | 50'926 CHF | 29'995 CHF | 99.66% | 99.66% |
08.07.2024 | 18.47% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 986'893 | 417'373 | 48'632 CHF | 25'074 CHF | 99.84% | 99.84% |
05.07.2024 | 17.99% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 988'236 | 496'079 | 50'020 CHF | 30'076 CHF | 100.00% | 100.00% |
04.07.2024 | 18.22% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 999'774 | 494'724 | 49'883 CHF | 29'644 CHF | 100.00% | 100.00% |
03.07.2024 | 16.61% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 918'333 | 471'011 | 50'705 CHF | 30'716 CHF | 99.25% | 99.25% |
02.07.2024 | 13.65% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 744'230 | 384'615 | 50'815 CHF | 30'108 CHF | 99.67% | 99.67% |