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 | 18.57% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 441'734 | 48'927 CHF | 26'170 CHF | 100.00% | 100.00% |
12.07.2024 | 20.01% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 993'350 | 250'000 | 44'680 CHF | 13'743 CHF | 99.68% | 99.68% |
11.07.2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 992'097 | 254'482 | 44'644 CHF | 13'997 CHF | 98.78% | 98.78% |
10.07.2024 | 18.73% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 997'561 | 416'948 | 48'397 CHF | 24'648 CHF | 96.09% | 96.09% |
09.07.2024 | 17.34% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 946'021 | 472'360 | 49'912 CHF | 29'718 CHF | 99.67% | 99.67% |
08.07.2024 | 14.94% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 820'228 | 415'076 | 50'804 CHF | 29'872 CHF | 99.85% | 99.85% |
05.07.2024 | 13.58% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 736'900 | 380'935 | 50'571 CHF | 29'952 CHF | 100.00% | 100.00% |
04.07.2024 | 15.33% | 0.07 CHF | 0.08 CHF | 850'000 | 425'000 | 845'995 | 423'665 | 50'973 CHF | 29'766 CHF | 100.00% | 100.00% |
03.07.2024 | 15.57% | 0.07 CHF | 0.08 CHF | 850'000 | 425'000 | 862'035 | 433'888 | 51'042 CHF | 30'023 CHF | 99.25% | 99.25% |
02.07.2024 | 20.15% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 280'832 | 44'724 CHF | 15'402 CHF | 99.67% | 99.67% |