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 | 20.68% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 993'340 | 268'345 | 43'279 CHF | 14'473 CHF | 99.39% | 99.39% |
12.07.2024 | 19.08% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 985'594 | 379'230 | 46'833 CHF | 22'091 CHF | 99.07% | 99.07% |
11.07.2024 | 17.57% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 957'714 | 485'905 | 49'756 CHF | 30'116 CHF | 98.06% | 98.06% |
10.07.2024 | 16.29% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 899'143 | 459'403 | 50'704 CHF | 30'488 CHF | 95.49% | 95.49% |
09.07.2024 | 15.56% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 857'205 | 431'583 | 50'791 CHF | 29'882 CHF | 99.05% | 99.05% |
08.07.2024 | 16.40% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 905'359 | 463'239 | 50'668 CHF | 30'553 CHF | 99.23% | 99.23% |
05.07.2024 | 16.00% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 881'668 | 447'970 | 50'712 CHF | 30'230 CHF | 99.39% | 99.39% |
04.07.2024 | 15.13% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 828'323 | 417'966 | 50'603 CHF | 29'723 CHF | 99.39% | 99.39% |
03.07.2024 | 14.22% | 0.07 CHF | 0.08 CHF | 850'000 | 425'000 | 768'756 | 395'091 | 50'225 CHF | 29'778 CHF | 98.63% | 98.63% |
02.07.2024 | 12.11% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 643'790 | 335'396 | 49'921 CHF | 29'365 CHF | 99.06% | 99.06% |