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 | 25.89% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 34'217 CHF | 22'109 CHF | 96.39% | 96.39% |
12.07.2024 | 25.89% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 34'220 CHF | 22'110 CHF | 97.69% | 97.69% |
11.07.2024 | 23.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 38'429 CHF | 24'214 CHF | 97.90% | 97.90% |
10.07.2024 | 29.74% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'979 CHF | 19'489 CHF | 96.84% | 96.84% |
09.07.2024 | 28.94% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'680 CHF | 19'840 CHF | 94.82% | 94.82% |
08.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 95.77% | 95.77% |
05.07.2024 | 23.88% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 37'396 CHF | 23'698 CHF | 97.73% | 97.73% |
04.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'000 CHF | 25'000 CHF | 90.55% | 90.55% |
03.07.2024 | 23.13% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 38'571 CHF | 24'285 CHF | 95.93% | 95.93% |
02.07.2024 | 31.97% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 27'029 CHF | 18'515 CHF | 98.90% | 98.90% |