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 | 18.56% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 993'561 | 446'953 | 48'650 CHF | 26'560 CHF | 99.39% | 99.39% |
12.07.2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 986'031 | 250'000 | 44'371 CHF | 13'750 CHF | 99.08% | 99.08% |
11.07.2024 | 19.47% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 995'339 | 315'260 | 46'240 CHF | 17'984 CHF | 98.82% | 98.82% |
10.07.2024 | 18.20% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 994'785 | 495'528 | 49'686 CHF | 29'706 CHF | 95.50% | 95.50% |
09.07.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 995'168 | 498'389 | 49'758 CHF | 29'903 CHF | 99.06% | 99.06% |
08.07.2024 | 18.19% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 995'740 | 495'951 | 49'774 CHF | 29'752 CHF | 99.24% | 99.24% |
05.07.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 994'054 | 498'018 | 49'702 CHF | 29'881 CHF | 99.39% | 99.39% |
04.07.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 994'511 | 498'170 | 49'735 CHF | 29'895 CHF | 99.39% | 99.39% |
03.07.2024 | 17.44% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 956'545 | 485'515 | 50'085 CHF | 30'294 CHF | 98.63% | 98.63% |
02.07.2024 | 16.65% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 917'615 | 471'752 | 50'535 CHF | 30'698 CHF | 99.07% | 99.07% |