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 | 18.23% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'874 CHF | 29'937 CHF | 99.39% | 99.39% |
12.07.2024 | 18.04% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 992'874 | 497'625 | 50'096 CHF | 30'089 CHF | 99.07% | 99.07% |
11.07.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 985'124 | 495'041 | 49'275 CHF | 29'712 CHF | 97.76% | 97.76% |
10.07.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 992'428 | 497'476 | 49'623 CHF | 29'849 CHF | 95.47% | 95.47% |
09.07.2024 | 17.93% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 980'294 | 493'432 | 49'801 CHF | 30'009 CHF | 99.06% | 99.06% |
08.07.2024 | 18.16% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 991'904 | 497'301 | 49'677 CHF | 29'879 CHF | 99.24% | 99.24% |
05.07.2024 | 17.36% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 950'984 | 483'134 | 50'052 CHF | 30'271 CHF | 99.38% | 99.38% |
04.07.2024 | 15.60% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 855'704 | 430'966 | 50'572 CHF | 29'774 CHF | 99.39% | 99.39% |
03.07.2024 | 16.40% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 905'487 | 461'992 | 50'712 CHF | 30'487 CHF | 98.64% | 98.64% |
02.07.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 851'390 | 425'927 | 51'083 CHF | 29'815 CHF | 99.05% | 99.05% |