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 | 20.16% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 992'467 | 250'000 | 44'309 CHF | 13'662 CHF | 99.39% | 99.39% |
12.07.2024 | 19.91% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 992'356 | 264'305 | 44'890 CHF | 14'644 CHF | 99.07% | 99.07% |
11.07.2024 | 19.46% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 994'325 | 328'690 | 46'231 CHF | 18'789 CHF | 98.21% | 98.21% |
10.07.2024 | 20.25% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'713 | 250'000 | 44'146 CHF | 13'607 CHF | 95.50% | 95.50% |
09.07.2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 993'987 | 250'000 | 44'729 CHF | 13'750 CHF | 99.04% | 99.04% |
08.07.2024 | 19.92% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 994'653 | 266'059 | 44'993 CHF | 14'732 CHF | 99.24% | 99.24% |
05.07.2024 | 18.17% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 990'934 | 496'978 | 49'592 CHF | 29'842 CHF | 99.39% | 99.39% |
04.07.2024 | 16.22% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 890'413 | 454'517 | 50'448 CHF | 30'284 CHF | 99.39% | 99.39% |
03.07.2024 | 12.37% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 662'157 | 344'266 | 50'217 CHF | 29'548 CHF | 98.62% | 98.62% |
02.07.2024 | 11.00% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 592'452 | 299'785 | 50'893 CHF | 28'757 CHF | 99.05% | 99.05% |