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 | 24.88% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'233 CHF | 11'308 CHF | 99.05% | 99.05% |
12.07.2024 | 26.06% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'507 | 250'000 | 33'287 CHF | 10'878 CHF | 98.80% | 98.80% |
11.07.2024 | 24.76% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'309 | 250'000 | 35'193 CHF | 11'357 CHF | 98.27% | 98.27% |
10.07.2024 | 26.46% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'723 | 250'000 | 32'911 CHF | 10'791 CHF | 95.09% | 95.09% |
09.07.2024 | 21.68% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'226 | 255'095 | 41'240 CHF | 13'158 CHF | 98.63% | 98.63% |
08.07.2024 | 18.09% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 988'555 | 493'477 | 49'703 CHF | 29'757 CHF | 98.58% | 98.58% |
05.07.2024 | 17.66% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 965'501 | 480'903 | 49'833 CHF | 29'649 CHF | 99.17% | 99.17% |
04.07.2024 | 18.86% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 993'098 | 406'504 | 47'788 CHF | 23'846 CHF | 99.18% | 99.18% |
03.07.2024 | 19.50% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 991'005 | 301'459 | 45'974 CHF | 17'266 CHF | 98.44% | 98.44% |
02.07.2024 | 20.08% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 992'477 | 255'364 | 44'463 CHF | 14'014 CHF | 98.81% | 98.81% |