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 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'000 CHF | 30'000 CHF | 99.38% | 99.38% |
12.07.2024 | 18.16% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 998'280 | 499'427 | 49'985 CHF | 30'002 CHF | 99.05% | 99.05% |
11.07.2024 | 16.76% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 922'995 | 474'332 | 50'479 CHF | 30'687 CHF | 98.82% | 98.82% |
10.07.2024 | 16.53% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 910'447 | 467'462 | 50'540 CHF | 30'618 CHF | 95.50% | 95.50% |
09.07.2024 | 15.91% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 874'568 | 443'495 | 50'604 CHF | 30'087 CHF | 99.06% | 99.06% |
08.07.2024 | 16.40% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 903'060 | 462'300 | 50'551 CHF | 30'499 CHF | 99.23% | 99.23% |
05.07.2024 | 16.55% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 916'590 | 469'393 | 50'814 CHF | 30'712 CHF | 99.39% | 99.39% |
04.07.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 843'923 | 423'228 | 50'639 CHF | 29'628 CHF | 99.39% | 99.39% |
03.07.2024 | 14.92% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 818'402 | 414'467 | 50'748 CHF | 29'860 CHF | 98.64% | 98.64% |
02.07.2024 | 14.87% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 816'272 | 413'757 | 50'794 CHF | 29'900 CHF | 99.06% | 99.06% |