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 | 10.74% | 0.05 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'433 | 253'977 | 43'804 CHF | 12'485 CHF | 99.39% | 99.39% |
12.07.2024 | 10.46% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 992'394 | 269'563 | 44'994 CHF | 13'646 CHF | 99.06% | 99.06% |
11.07.2024 | 11.33% | 0.05 CHF | 0.05 CHF | 1'000'000 | 250'000 | 986'424 | 250'000 | 41'170 CHF | 11'685 CHF | 97.91% | 97.91% |
10.07.2024 | 11.12% | 0.05 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'723 | 250'000 | 42'366 CHF | 11'904 CHF | 95.48% | 95.48% |
09.07.2024 | 11.68% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'001 | 250'000 | 40'098 CHF | 11'334 CHF | 99.04% | 99.04% |
08.07.2024 | 10.53% | 0.05 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'713 | 250'000 | 44'762 CHF | 12'500 CHF | 99.22% | 99.22% |
05.07.2024 | 10.53% | 0.05 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'027 | 250'000 | 44'686 CHF | 12'500 CHF | 99.39% | 99.39% |
04.07.2024 | 10.56% | 0.05 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'436 | 253'614 | 44'555 CHF | 12'643 CHF | 99.39% | 99.39% |
03.07.2024 | 10.43% | 0.05 CHF | 0.05 CHF | 1'000'000 | 500'000 | 992'735 | 280'339 | 45'143 CHF | 14'257 CHF | 98.62% | 98.62% |
02.07.2024 | 10.53% | 0.05 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'498 | 252'861 | 44'662 CHF | 12'643 CHF | 99.06% | 99.06% |