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 | 18.41% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 992'525 | 467'197 | 48'990 CHF | 27'855 CHF | 99.38% | 99.38% |
12.07.2024 | 20.13% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 992'436 | 250'000 | 44'359 CHF | 13'675 CHF | 99.07% | 99.07% |
11.07.2024 | 20.24% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'278 | 286'873 | 44'329 CHF | 15'837 CHF | 97.96% | 97.96% |
10.07.2024 | 18.15% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 993'706 | 497'902 | 49'788 CHF | 29'926 CHF | 95.50% | 95.50% |
09.07.2024 | 18.40% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 993'984 | 469'028 | 49'098 CHF | 27'956 CHF | 99.06% | 99.06% |
08.07.2024 | 19.71% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 994'645 | 286'362 | 45'569 CHF | 16'140 CHF | 99.24% | 99.24% |
05.07.2024 | 20.31% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 993'023 | 250'000 | 43'986 CHF | 13'575 CHF | 99.39% | 99.39% |
04.07.2024 | 24.91% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'404 | 250'000 | 34'937 CHF | 11'292 CHF | 99.39% | 99.39% |
03.07.2024 | 37.37% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'720 | 250'000 | 21'825 CHF | 7'993 CHF | 98.62% | 98.62% |
02.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'508 | 250'000 | 19'850 CHF | 7'500 CHF | 99.05% | 99.05% |