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 | 22.02% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'491 CHF | 25'245 CHF | 95.51% | 95.51% |
12.07.2024 | 22.63% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'358 CHF | 24'679 CHF | 99.35% | 99.35% |
11.07.2024 | 28.11% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'725 CHF | 20'363 CHF | 99.02% | 99.02% |
10.07.2024 | 29.30% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'360 CHF | 19'680 CHF | 99.37% | 99.37% |
09.07.2024 | 28.16% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'640 CHF | 20'320 CHF | 99.37% | 99.37% |
08.07.2024 | 23.44% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 38'080 CHF | 24'040 CHF | 99.31% | 99.31% |
05.07.2024 | 16.84% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 55'320 CHF | 32'660 CHF | 99.32% | 99.32% |
04.07.2024 | 15.64% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'090 CHF | 34'545 CHF | 99.37% | 99.37% |
03.07.2024 | 17.60% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 52'095 CHF | 31'047 CHF | 99.38% | 99.38% |
02.07.2024 | 15.12% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 61'309 CHF | 35'654 CHF | 99.38% | 99.38% |