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 | 19.01% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 993'558 | 387'853 | 47'410 CHF | 22'643 CHF | 99.39% | 99.39% |
12.07.2024 | 19.82% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 986'200 | 280'415 | 44'873 CHF | 15'668 CHF | 99.06% | 99.06% |
11.07.2024 | 21.86% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 987'388 | 250'000 | 40'302 CHF | 12'702 CHF | 98.08% | 98.08% |
10.07.2024 | 22.23% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'755 | 250'000 | 39'779 CHF | 12'497 CHF | 95.48% | 95.48% |
09.07.2024 | 22.24% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'218 | 250'000 | 39'780 CHF | 12'493 CHF | 99.03% | 99.03% |
08.07.2024 | 21.89% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'796 | 250'000 | 40'576 CHF | 12'686 CHF | 99.23% | 99.23% |
05.07.2024 | 20.53% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'026 | 250'000 | 43'540 CHF | 13'452 CHF | 99.39% | 99.39% |
04.07.2024 | 20.83% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 994'516 | 250'000 | 42'915 CHF | 13'284 CHF | 99.39% | 99.39% |
03.07.2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 993'998 | 250'000 | 44'730 CHF | 13'750 CHF | 98.63% | 98.63% |
02.07.2024 | 20.11% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 993'534 | 250'339 | 44'459 CHF | 13'706 CHF | 99.06% | 99.06% |