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 | 24.90% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 35'777 CHF | 22'888 CHF | 99.31% | 99.31% |
12.07.2024 | 19.79% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 46'030 CHF | 28'015 CHF | 99.44% | 99.44% |
11.07.2024 | 19.27% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 47'303 CHF | 28'652 CHF | 99.20% | 99.20% |
10.07.2024 | 25.74% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 34'458 CHF | 22'229 CHF | 99.36% | 99.36% |
09.07.2024 | 28.12% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'709 CHF | 20'355 CHF | 99.36% | 99.36% |
08.07.2024 | 26.21% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 33'726 CHF | 21'863 CHF | 99.38% | 99.38% |
05.07.2024 | 28.62% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'958 CHF | 19'979 CHF | 99.38% | 99.38% |
04.07.2024 | 31.69% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 27'272 CHF | 18'636 CHF | 99.37% | 99.37% |
03.07.2024 | 35.55% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 23'892 CHF | 16'946 CHF | 99.28% | 99.28% |
02.07.2024 | 29.03% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'599 CHF | 19'800 CHF | 99.39% | 99.39% |