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 | 19.36% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 993'531 | 330'867 | 46'461 CHF | 18'992 CHF | 99.39% | 99.39% |
12.07.2024 | 17.50% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 952'636 | 483'839 | 49'713 CHF | 30'101 CHF | 99.06% | 99.06% |
11.07.2024 | 19.93% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 987'552 | 263'277 | 44'646 CHF | 14'583 CHF | 98.14% | 98.14% |
10.07.2024 | 20.84% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 994'973 | 252'720 | 42'878 CHF | 13'428 CHF | 95.48% | 95.48% |
09.07.2024 | 23.42% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'385 | 250'000 | 37'656 CHF | 11'960 CHF | 99.05% | 99.05% |
08.07.2024 | 21.80% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 996'056 | 250'000 | 40'792 CHF | 12'738 CHF | 99.22% | 99.22% |
05.07.2024 | 22.12% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'214 | 250'000 | 39'990 CHF | 12'555 CHF | 99.39% | 99.39% |
04.07.2024 | 22.04% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'744 | 250'000 | 40'208 CHF | 12'605 CHF | 99.39% | 99.39% |
03.07.2024 | 19.76% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 994'201 | 286'963 | 45'391 CHF | 16'095 CHF | 98.64% | 98.64% |
02.07.2024 | 20.68% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'748 | 255'827 | 43'187 CHF | 13'684 CHF | 99.07% | 99.07% |