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 | 19.29% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 999'221 | 344'670 | 47'006 CHF | 20'020 CHF | 100.00% | 100.00% |
12.07.2024 | 18.64% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 977'404 | 390'699 | 47'708 CHF | 23'359 CHF | 98.41% | 98.41% |
11.07.2024 | 14.90% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 809'081 | 411'538 | 50'287 CHF | 29'707 CHF | 99.05% | 99.05% |
10.07.2024 | 13.81% | 0.06 CHF | 0.07 CHF | 775'000 | 400'000 | 747'333 | 386'163 | 50'421 CHF | 29'916 CHF | 99.80% | 99.80% |
09.07.2024 | 14.32% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 779'415 | 400'771 | 50'556 CHF | 30'010 CHF | 100.00% | 100.00% |
08.07.2024 | 14.11% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 769'169 | 395'125 | 50'666 CHF | 29'991 CHF | 98.99% | 98.99% |
05.07.2024 | 14.40% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 785'187 | 401'971 | 50'609 CHF | 29'942 CHF | 100.00% | 100.00% |
04.07.2024 | 12.79% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 687'610 | 357'314 | 50'338 CHF | 29'729 CHF | 98.16% | 98.16% |
03.07.2024 | 12.35% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 663'273 | 344'138 | 50'395 CHF | 29'590 CHF | 100.00% | 100.00% |
02.07.2024 | 10.56% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 573'220 | 329'322 | 51'448 CHF | 33'152 CHF | 100.00% | 100.00% |