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 | 27.67% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'260 CHF | 10'315 CHF | 99.06% | 99.06% |
12.07.2024 | 21.29% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 42'098 CHF | 13'025 CHF | 98.86% | 98.86% |
11.07.2024 | 21.17% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 992'146 | 250'000 | 42'050 CHF | 13'091 CHF | 97.94% | 97.94% |
10.07.2024 | 22.17% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 991'866 | 250'000 | 39'784 CHF | 12'527 CHF | 95.13% | 95.13% |
09.07.2024 | 18.31% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 981'770 | 444'568 | 48'811 CHF | 26'784 CHF | 98.65% | 98.65% |
08.07.2024 | 16.93% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 929'006 | 475'984 | 50'226 CHF | 30'503 CHF | 98.56% | 98.56% |
05.07.2024 | 13.00% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 700'796 | 362'898 | 50'444 CHF | 29'752 CHF | 99.17% | 99.17% |
04.07.2024 | 12.39% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 664'590 | 345'951 | 50'313 CHF | 29'650 CHF | 99.18% | 99.18% |
03.07.2024 | 17.54% | 0.08 CHF | 0.09 CHF | 725'000 | 375'000 | 969'884 | 486'912 | 50'584 CHF | 30'290 CHF | 98.44% | 98.44% |
02.07.2024 | 15.48% | 0.06 CHF | 0.07 CHF | 775'000 | 400'000 | 849'120 | 436'928 | 50'571 CHF | 30'400 CHF | 98.84% | 98.84% |