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 | 18.21% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 992'439 | 488'298 | 49'543 CHF | 29'274 CHF | 99.39% | 99.39% |
12.07.2024 | 18.34% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 989'719 | 471'753 | 49'075 CHF | 28'226 CHF | 99.05% | 99.05% |
11.07.2024 | 16.70% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 912'783 | 470'928 | 50'116 CHF | 30'566 CHF | 97.90% | 97.90% |
10.07.2024 | 16.53% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 910'590 | 467'275 | 50'542 CHF | 30'603 CHF | 95.47% | 95.47% |
09.07.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 846'051 | 424'150 | 50'763 CHF | 29'691 CHF | 99.03% | 99.03% |
08.07.2024 | 16.64% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 920'180 | 473'129 | 50'695 CHF | 30'797 CHF | 99.23% | 99.23% |
05.07.2024 | 16.67% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 917'658 | 472'196 | 50'471 CHF | 30'693 CHF | 99.39% | 99.39% |
04.07.2024 | 15.62% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 860'000 | 433'648 | 50'735 CHF | 29'911 CHF | 99.39% | 99.39% |
03.07.2024 | 15.81% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 868'534 | 439'778 | 50'602 CHF | 30'004 CHF | 98.64% | 98.64% |
02.07.2024 | 16.00% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 884'779 | 450'427 | 50'891 CHF | 30'403 CHF | 99.06% | 99.06% |