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 | 30.58% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'240 CHF | 19'120 CHF | 96.50% | 96.50% |
12.07.2024 | 29.68% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'030 CHF | 19'515 CHF | 92.11% | 92.11% |
11.07.2024 | 38.31% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'479 CHF | 15'739 CHF | 98.45% | 98.45% |
10.07.2024 | 45.59% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'950 CHF | 13'475 CHF | 98.44% | 98.44% |
09.07.2024 | 43.91% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'871 CHF | 13'935 CHF | 97.85% | 97.85% |
08.07.2024 | 39.52% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'420 CHF | 15'210 CHF | 97.99% | 97.99% |
05.07.2024 | 39.78% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'194 CHF | 15'097 CHF | 99.02% | 99.02% |
04.07.2024 | 39.21% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'695 CHF | 15'347 CHF | 99.55% | 99.55% |
03.07.2024 | 41.99% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'877 CHF | 14'439 CHF | 97.63% | 97.63% |
02.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 99.58% | 99.58% |