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 | 18.15% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 999'217 | 497'125 | 50'087 CHF | 29'897 CHF | 100.00% | 100.00% |
12.07.2024 | 17.62% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 963'332 | 485'485 | 49'912 CHF | 30'036 CHF | 99.69% | 99.69% |
11.07.2024 | 18.30% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 992'149 | 473'579 | 49'288 CHF | 28'306 CHF | 98.66% | 98.66% |
10.07.2024 | 17.80% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 980'851 | 493'617 | 50'231 CHF | 30'224 CHF | 96.11% | 96.11% |
09.07.2024 | 16.87% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 933'613 | 477'871 | 50'699 CHF | 30'735 CHF | 99.67% | 99.67% |
08.07.2024 | 17.88% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 984'503 | 494'835 | 50'161 CHF | 30'168 CHF | 99.84% | 99.84% |
05.07.2024 | 18.80% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 417'836 | 48'294 CHF | 24'571 CHF | 100.00% | 100.00% |
04.07.2024 | 19.43% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 331'562 | 46'565 CHF | 18'971 CHF | 100.00% | 100.00% |
03.07.2024 | 18.19% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'966 CHF | 29'983 CHF | 99.24% | 99.24% |
02.07.2024 | 17.39% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 960'924 | 486'975 | 50'466 CHF | 30'460 CHF | 99.68% | 99.68% |