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 | 21.23% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 42'228 CHF | 13'057 CHF | 99.39% | 99.39% |
12.07.2024 | 21.88% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'760 CHF | 12'690 CHF | 99.07% | 99.07% |
11.07.2024 | 22.13% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 985'922 | 250'000 | 39'615 CHF | 12'550 CHF | 97.76% | 97.76% |
10.07.2024 | 22.20% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'138 | 250'000 | 39'766 CHF | 12'510 CHF | 95.44% | 95.44% |
09.07.2024 | 22.18% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'346 | 250'000 | 39'842 CHF | 12'527 CHF | 99.06% | 99.06% |
08.07.2024 | 20.67% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 993'956 | 250'000 | 43'226 CHF | 13'375 CHF | 99.23% | 99.23% |
05.07.2024 | 21.04% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'581 | 250'000 | 42'371 CHF | 13'167 CHF | 99.39% | 99.39% |
04.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'791 | 250'000 | 39'712 CHF | 12'500 CHF | 99.39% | 99.39% |
03.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'000 CHF | 12'500 CHF | 98.63% | 98.63% |
02.07.2024 | 22.28% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'894 CHF | 12'474 CHF | 99.05% | 99.05% |