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 | 17.84% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 982'815 | 494'272 | 50'213 CHF | 30'203 CHF | 100.00% | 100.00% |
12.07.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 993'332 | 497'777 | 49'667 CHF | 29'867 CHF | 99.68% | 99.68% |
11.07.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 990'754 | 496'918 | 49'538 CHF | 29'815 CHF | 98.78% | 98.78% |
10.07.2024 | 17.18% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 951'205 | 483'735 | 50'631 CHF | 30'599 CHF | 96.07% | 96.07% |
09.07.2024 | 15.98% | 0.05 CHF | 0.06 CHF | 925'000 | 475'000 | 878'083 | 443'704 | 50'584 CHF | 29'983 CHF | 99.66% | 99.66% |
08.07.2024 | 14.37% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 777'260 | 400'753 | 50'218 CHF | 29'901 CHF | 99.85% | 99.85% |
05.07.2024 | 13.56% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 736'291 | 380'646 | 50'634 CHF | 29'984 CHF | 100.00% | 100.00% |
04.07.2024 | 14.32% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 777'345 | 400'782 | 50'409 CHF | 29'999 CHF | 100.00% | 100.00% |
03.07.2024 | 14.67% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 801'996 | 409'446 | 50'650 CHF | 29'966 CHF | 99.25% | 99.25% |
02.07.2024 | 17.75% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 977'423 | 492'474 | 50'205 CHF | 30'232 CHF | 99.66% | 99.66% |