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 | 20.10% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 255'914 | 44'767 CHF | 14'017 CHF | 99.39% | 99.39% |
12.07.2024 | 18.77% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 420'098 | 48'391 CHF | 24'782 CHF | 99.08% | 99.08% |
11.07.2024 | 20.44% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 985'745 | 286'181 | 43'508 CHF | 15'667 CHF | 97.76% | 97.76% |
10.07.2024 | 20.17% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 992'929 | 250'000 | 44'292 CHF | 13'652 CHF | 95.47% | 95.47% |
09.07.2024 | 19.61% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 993'143 | 314'137 | 45'804 CHF | 17'856 CHF | 99.05% | 99.05% |
08.07.2024 | 18.57% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 993'025 | 440'928 | 48'596 CHF | 26'161 CHF | 99.24% | 99.24% |
05.07.2024 | 16.72% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 921'013 | 469'746 | 50'484 CHF | 30'449 CHF | 99.39% | 99.39% |
04.07.2024 | 17.90% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 979'215 | 493'071 | 49'819 CHF | 30'024 CHF | 99.39% | 99.39% |
03.07.2024 | 17.62% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 972'283 | 490'761 | 50'338 CHF | 30'329 CHF | 98.62% | 98.62% |
02.07.2024 | 20.26% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 295'656 | 44'585 CHF | 16'382 CHF | 99.05% | 99.05% |