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 | 21.28% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 993'529 | 250'663 | 41'828 CHF | 13'066 CHF | 99.39% | 99.39% |
12.07.2024 | 18.29% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 972'962 | 434'858 | 48'462 CHF | 26'253 CHF | 99.05% | 99.05% |
11.07.2024 | 21.54% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 987'571 | 250'000 | 40'989 CHF | 12'882 CHF | 98.14% | 98.14% |
10.07.2024 | 23.33% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'971 | 250'000 | 37'825 CHF | 12'010 CHF | 95.50% | 95.50% |
09.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'381 | 250'000 | 34'838 CHF | 11'250 CHF | 99.06% | 99.06% |
08.07.2024 | 22.38% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 996'000 | 250'000 | 39'561 CHF | 12'430 CHF | 99.23% | 99.23% |
05.07.2024 | 22.27% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'239 | 250'000 | 39'687 CHF | 12'479 CHF | 99.39% | 99.39% |
04.07.2024 | 22.66% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'745 | 250'000 | 39'026 CHF | 12'302 CHF | 99.39% | 99.39% |
03.07.2024 | 19.39% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 994'168 | 325'723 | 46'396 CHF | 18'658 CHF | 98.64% | 98.64% |
02.07.2024 | 21.78% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'721 | 250'000 | 40'749 CHF | 12'750 CHF | 99.07% | 99.07% |