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 | 18.17% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 999'224 | 496'789 | 50'002 CHF | 29'829 CHF | 100.00% | 100.00% |
12.07.2024 | 18.75% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 992'593 | 421'304 | 48'079 CHF | 24'858 CHF | 98.96% | 98.96% |
11.07.2024 | 18.10% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 991'451 | 497'165 | 49'840 CHF | 29'964 CHF | 99.05% | 99.05% |
10.07.2024 | 16.71% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 926'348 | 474'670 | 50'795 CHF | 30'777 CHF | 99.84% | 99.84% |
09.07.2024 | 14.28% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 774'211 | 397'786 | 50'346 CHF | 29'856 CHF | 100.00% | 100.00% |
08.07.2024 | 13.08% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 708'858 | 366'932 | 50'642 CHF | 29'884 CHF | 100.00% | 100.00% |
05.07.2024 | 12.57% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 678'639 | 351'818 | 50'600 CHF | 29'750 CHF | 100.00% | 100.00% |
04.07.2024 | 12.74% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 689'559 | 357'278 | 50'666 CHF | 29'825 CHF | 100.00% | 100.00% |
03.07.2024 | 11.88% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 634'593 | 328'984 | 50'257 CHF | 29'340 CHF | 99.51% | 99.51% |
02.07.2024 | 11.69% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 627'720 | 322'139 | 50'566 CHF | 29'155 CHF | 100.00% | 100.00% |