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 | 25.03% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'435 | 250'000 | 34'689 CHF | 11'239 CHF | 99.39% | 99.39% |
12.07.2024 | 24.80% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'369 | 250'000 | 35'138 CHF | 11'351 CHF | 99.07% | 99.07% |
11.07.2024 | 27.42% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 986'427 | 250'000 | 31'175 CHF | 10'402 CHF | 97.91% | 97.91% |
10.07.2024 | 27.50% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'724 | 250'000 | 31'311 CHF | 10'375 CHF | 95.48% | 95.48% |
09.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'055 | 250'000 | 29'822 CHF | 10'000 CHF | 99.03% | 99.03% |
08.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'711 | 250'000 | 34'829 CHF | 11'254 CHF | 99.22% | 99.22% |
05.07.2024 | 24.82% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'028 | 250'000 | 35'071 CHF | 11'329 CHF | 99.39% | 99.39% |
04.07.2024 | 25.46% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'420 | 250'000 | 34'128 CHF | 11'090 CHF | 99.39% | 99.39% |
03.07.2024 | 24.87% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'736 | 250'000 | 35'080 CHF | 11'334 CHF | 98.62% | 98.62% |
02.07.2024 | 24.61% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'500 | 250'000 | 35'490 CHF | 11'438 CHF | 99.07% | 99.07% |