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 | 19.92% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 292'664 | 45'311 CHF | 16'322 CHF | 100.00% | 100.00% |
12.07.2024 | 19.67% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 290'405 | 45'899 CHF | 16'388 CHF | 99.69% | 99.69% |
11.07.2024 | 20.01% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 992'198 | 250'000 | 44'627 CHF | 13'744 CHF | 98.52% | 98.52% |
10.07.2024 | 20.13% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 44'716 CHF | 13'679 CHF | 96.10% | 96.10% |
09.07.2024 | 19.69% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 299'503 | 45'880 CHF | 16'890 CHF | 99.66% | 99.66% |
08.07.2024 | 18.02% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 990'580 | 496'860 | 50'043 CHF | 30'076 CHF | 99.84% | 99.84% |
05.07.2024 | 17.19% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 949'977 | 483'325 | 50'529 CHF | 30'553 CHF | 100.00% | 100.00% |
04.07.2024 | 17.14% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 949'158 | 483'053 | 50'650 CHF | 30'622 CHF | 100.00% | 100.00% |
03.07.2024 | 17.24% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 954'251 | 484'750 | 50'596 CHF | 30'565 CHF | 99.23% | 99.23% |
02.07.2024 | 17.39% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 962'123 | 487'099 | 50'535 CHF | 30'467 CHF | 99.67% | 99.67% |