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 | 29.56% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 969'794 | 250'000 | 28'179 CHF | 9'755 CHF | 85.05% | 85.05% |
12.07.2024 | 27.81% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 966'471 | 250'000 | 29'961 CHF | 10'267 CHF | 58.42% | 58.42% |
11.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 954'858 | 250'000 | 33'419 CHF | 11'250 CHF | 77.30% | 77.30% |
10.07.2024 | 21.43% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 916'327 | 250'000 | 38'414 CHF | 12'945 CHF | 79.12% | 79.12% |
09.07.2024 | 21.58% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 976'711 | 250'000 | 40'491 CHF | 12'861 CHF | 93.59% | 93.59% |
08.07.2024 | 19.91% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 958'616 | 287'081 | 43'583 CHF | 16'040 CHF | 93.50% | 93.50% |
05.07.2024 | 19.67% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 297'224 | 45'901 CHF | 16'786 CHF | 100.00% | 100.00% |
04.07.2024 | 19.09% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 388'057 | 47'503 CHF | 22'575 CHF | 100.00% | 100.00% |
03.07.2024 | 17.84% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 51'132 CHF | 30'566 CHF | 99.31% | 99.31% |
02.07.2024 | 15.62% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'112 CHF | 34'556 CHF | 99.50% | 99.50% |