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 | 15.25% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 61'273 CHF | 28'509 CHF | 94.84% | 94.84% |
12.07.2024 | 15.06% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 61'586 CHF | 28'635 CHF | 99.20% | 99.20% |
11.07.2024 | 13.91% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 67'199 CHF | 30'879 CHF | 98.08% | 98.08% |
10.07.2024 | 21.56% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'649 CHF | 25'824 CHF | 99.41% | 99.41% |
09.07.2024 | 22.25% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'951 CHF | 24'976 CHF | 99.34% | 99.34% |
08.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'000 CHF | 25'000 CHF | 98.73% | 98.73% |
05.07.2024 | 23.47% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 38'033 CHF | 24'016 CHF | 98.81% | 98.81% |
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 | 99.38% | 99.38% |
03.07.2024 | 23.41% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 38'126 CHF | 24'063 CHF | 99.39% | 99.39% |
02.07.2024 | 22.07% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'371 CHF | 25'186 CHF | 99.30% | 99.30% |