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 | 19.19% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 992'813 | 367'478 | 46'909 CHF | 21'254 CHF | 99.38% | 99.38% |
12.07.2024 | 18.95% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 992'698 | 397'897 | 47'554 CHF | 23'269 CHF | 99.08% | 99.08% |
11.07.2024 | 17.39% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 946'933 | 482'310 | 49'759 CHF | 30'176 CHF | 97.95% | 97.95% |
10.07.2024 | 17.08% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 938'329 | 476'256 | 50'242 CHF | 30'273 CHF | 95.48% | 95.48% |
09.07.2024 | 16.20% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 889'848 | 450'974 | 50'519 CHF | 30'094 CHF | 99.00% | 99.00% |
08.07.2024 | 19.76% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 994'999 | 289'496 | 45'447 CHF | 16'234 CHF | 99.22% | 99.22% |
05.07.2024 | 19.66% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 993'302 | 298'914 | 45'630 CHF | 16'903 CHF | 99.39% | 99.39% |
04.07.2024 | 18.64% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 993'701 | 437'069 | 48'431 CHF | 25'890 CHF | 99.39% | 99.39% |
03.07.2024 | 17.83% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 976'637 | 492'212 | 49'904 CHF | 30'082 CHF | 98.63% | 98.63% |
02.07.2024 | 16.20% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 890'497 | 454'158 | 50'496 CHF | 30'285 CHF | 99.05% | 99.05% |