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 | 41.10% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'419 CHF | 14'710 CHF | 99.60% | 99.60% |
12.07.2024 | 39.46% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'470 CHF | 15'235 CHF | 99.72% | 99.72% |
11.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 99.53% | 99.53% |
10.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 99.59% | 99.59% |
09.07.2024 | 24.41% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 36'552 CHF | 23'276 CHF | 99.58% | 99.58% |
08.07.2024 | 26.71% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 33'385 CHF | 21'693 CHF | 99.55% | 99.55% |
05.07.2024 | 28.63% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'946 CHF | 19'973 CHF | 99.58% | 99.58% |
04.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'006 CHF | 20'003 CHF | 99.58% | 99.58% |
03.07.2024 | 24.68% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 36'130 CHF | 23'065 CHF | 99.57% | 99.57% |
02.07.2024 | 22.02% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'491 CHF | 25'245 CHF | 99.59% | 99.59% |