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 | 25.55% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'234 CHF | 11'059 CHF | 99.38% | 99.38% |
12.07.2024 | 24.99% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'026 CHF | 11'257 CHF | 99.05% | 99.05% |
11.07.2024 | 23.73% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 985'796 | 250'000 | 36'984 CHF | 11'878 CHF | 97.75% | 97.75% |
10.07.2024 | 21.99% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'239 | 252'118 | 40'299 CHF | 12'770 CHF | 95.51% | 95.51% |
09.07.2024 | 17.70% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 966'229 | 488'743 | 49'800 CHF | 30'088 CHF | 99.04% | 99.04% |
08.07.2024 | 17.59% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 963'461 | 487'820 | 49'989 CHF | 30'201 CHF | 99.23% | 99.23% |
05.07.2024 | 16.84% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 921'796 | 469'838 | 50'128 CHF | 30'255 CHF | 99.39% | 99.39% |
04.07.2024 | 14.82% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 803'078 | 411'429 | 50'158 CHF | 29'825 CHF | 99.39% | 99.39% |
03.07.2024 | 12.75% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 688'596 | 356'798 | 50'546 CHF | 29'761 CHF | 98.63% | 98.63% |
02.07.2024 | 12.41% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 669'191 | 347'096 | 50'558 CHF | 29'695 CHF | 99.05% | 99.05% |