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 | 22.39% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'742 CHF | 24'871 CHF | 99.57% | 99.57% |
12.07.2024 | 18.48% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 410'231 | 49'479 CHF | 24'303 CHF | 97.75% | 97.75% |
11.07.2024 | 15.60% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 999'518 | 399'518 | 59'239 CHF | 27'671 CHF | 99.44% | 99.44% |
10.07.2024 | 15.04% | 0.07 CHF | 0.08 CHF | 900'000 | 300'000 | 988'171 | 388'171 | 60'864 CHF | 27'731 CHF | 94.56% | 94.56% |
09.07.2024 | 16.88% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 54'663 CHF | 25'865 CHF | 99.08% | 99.08% |
08.07.2024 | 21.38% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 1'000'000 | 478'514 | 42'083 CHF | 24'759 CHF | 98.89% | 98.89% |
05.07.2024 | 18.25% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'010 | 49'827 CHF | 23'931 CHF | 99.56% | 99.56% |
04.07.2024 | 19.24% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 438'816 | 47'374 CHF | 25'016 CHF | 99.57% | 99.57% |
03.07.2024 | 18.65% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 412'706 | 48'838 CHF | 24'183 CHF | 99.55% | 99.55% |
02.07.2024 | 18.08% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 50'358 CHF | 24'143 CHF | 99.60% | 99.60% |