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 | 19.41% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 996'226 | 386'588 | 46'686 CHF | 22'374 CHF | 100.00% | 100.00% |
12.07.2024 | 14.12% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 769'561 | 393'711 | 50'668 CHF | 29'880 CHF | 99.68% | 99.68% |
11.07.2024 | 19.96% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 992'193 | 271'031 | 44'841 CHF | 15'006 CHF | 98.59% | 98.59% |
10.07.2024 | 22.57% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'483 CHF | 12'371 CHF | 96.07% | 96.07% |
09.07.2024 | 22.15% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'242 CHF | 12'561 CHF | 99.66% | 99.66% |
08.07.2024 | 18.57% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 980'518 | 407'057 | 48'144 CHF | 24'494 CHF | 99.85% | 99.85% |
05.07.2024 | 13.85% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 754'866 | 387'645 | 50'719 CHF | 29'941 CHF | 100.00% | 100.00% |
04.07.2024 | 15.86% | 0.07 CHF | 0.08 CHF | 850'000 | 425'000 | 877'403 | 445'355 | 50'919 CHF | 30'290 CHF | 100.00% | 100.00% |
03.07.2024 | 16.38% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 906'105 | 461'354 | 50'812 CHF | 30'477 CHF | 99.23% | 99.23% |
02.07.2024 | 15.99% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 878'715 | 448'226 | 50'567 CHF | 30'270 CHF | 99.67% | 99.67% |