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 | 25.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'754 | 250'000 | 34'746 CHF | 11'250 CHF | 98.47% | 98.47% |
12.07.2024 | 26.20% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 33'315 CHF | 10'829 CHF | 99.07% | 99.07% |
11.07.2024 | 25.37% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 985'898 | 250'000 | 34'017 CHF | 11'120 CHF | 97.77% | 97.77% |
10.07.2024 | 26.17% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'116 | 250'000 | 33'125 CHF | 10'841 CHF | 95.45% | 95.45% |
09.07.2024 | 26.17% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 981'308 | 250'000 | 32'710 CHF | 10'841 CHF | 99.05% | 99.05% |
08.07.2024 | 25.13% | 0.04 CHF | 0.05 CHF | 994'000 | 250'000 | 993'360 | 250'000 | 34'583 CHF | 11'204 CHF | 89.31% | 89.31% |
05.07.2024 | 25.77% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'530 | 250'000 | 33'667 CHF | 10'982 CHF | 99.39% | 99.39% |
04.07.2024 | 28.35% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'792 | 250'000 | 30'099 CHF | 10'079 CHF | 99.39% | 99.39% |
03.07.2024 | 27.51% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'491 CHF | 10'373 CHF | 98.64% | 98.64% |
02.07.2024 | 28.59% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'983 CHF | 9'996 CHF | 99.06% | 99.06% |