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 | 15.83% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'987 | 58'411 CHF | 34'205 CHF | 99.59% | 99.59% |
12.07.2024 | 20.66% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 43'872 CHF | 26'936 CHF | 99.58% | 99.58% |
11.07.2024 | 21.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 42'610 CHF | 26'305 CHF | 99.34% | 99.34% |
10.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'999 CHF | 25'000 CHF | 99.41% | 99.41% |
09.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 99.30% | 99.30% |
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 | 99.14% | 99.14% |
05.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'000 CHF | 25'000 CHF | 99.29% | 99.29% |
04.07.2024 | 26.88% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 32'660 CHF | 21'330 CHF | 99.36% | 99.36% |
03.07.2024 | 37.58% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 22'120 CHF | 16'060 CHF | 99.33% | 99.33% |
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 | 99.17% | 99.17% |