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 | 20.00% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 993'266 | 250'000 | 44'697 CHF | 13'750 CHF | 99.39% | 99.39% |
12.07.2024 | 19.50% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 985'509 | 316'169 | 45'671 CHF | 18'044 CHF | 99.07% | 99.07% |
11.07.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 987'221 | 495'741 | 49'361 CHF | 29'745 CHF | 98.04% | 98.04% |
10.07.2024 | 18.29% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 993'754 | 479'896 | 49'385 CHF | 28'721 CHF | 95.45% | 95.45% |
09.07.2024 | 18.34% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 972'785 | 407'468 | 48'341 CHF | 24'733 CHF | 99.04% | 99.04% |
08.07.2024 | 18.05% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 989'281 | 496'427 | 49'874 CHF | 29'996 CHF | 99.23% | 99.23% |
05.07.2024 | 19.58% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 993'834 | 296'060 | 45'916 CHF | 16'870 CHF | 99.39% | 99.39% |
04.07.2024 | 20.82% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 994'225 | 250'000 | 42'902 CHF | 13'291 CHF | 99.39% | 99.39% |
03.07.2024 | 24.78% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'641 | 250'000 | 35'165 CHF | 11'347 CHF | 98.64% | 98.64% |
02.07.2024 | 23.69% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'256 | 250'000 | 37'091 CHF | 11'840 CHF | 99.07% | 99.07% |