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 | 20.00% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 993'315 | 250'000 | 44'699 CHF | 13'750 CHF | 99.39% | 99.39% |
12.07.2024 | 19.89% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 985'574 | 263'724 | 44'629 CHF | 14'646 CHF | 99.06% | 99.06% |
11.07.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 987'187 | 495'616 | 49'359 CHF | 29'737 CHF | 98.05% | 98.05% |
10.07.2024 | 18.35% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 993'740 | 472'403 | 49'217 CHF | 28'215 CHF | 95.48% | 95.48% |
09.07.2024 | 18.12% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 962'721 | 406'733 | 48'496 CHF | 25'018 CHF | 99.06% | 99.06% |
08.07.2024 | 17.12% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 943'636 | 481'212 | 50'403 CHF | 30'530 CHF | 99.23% | 99.23% |
05.07.2024 | 19.47% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 982'389 | 287'045 | 45'680 CHF | 16'535 CHF | 99.38% | 99.38% |
04.07.2024 | 21.84% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'255 | 250'000 | 40'873 CHF | 12'777 CHF | 99.39% | 99.39% |
03.07.2024 | 25.02% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'727 | 250'000 | 34'748 CHF | 11'242 CHF | 98.61% | 98.61% |
02.07.2024 | 24.74% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'312 | 250'000 | 35'253 CHF | 11'372 CHF | 99.05% | 99.05% |