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 | 22.89% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 38'949 CHF | 24'474 CHF | 97.38% | 97.38% |
12.07.2024 | 18.08% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'453 CHF | 30'227 CHF | 99.35% | 99.35% |
11.07.2024 | 23.94% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 37'324 CHF | 23'662 CHF | 98.96% | 98.96% |
10.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'002 CHF | 20'001 CHF | 99.23% | 99.23% |
09.07.2024 | 28.30% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'430 CHF | 20'215 CHF | 98.91% | 98.91% |
08.07.2024 | 27.38% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 31'879 CHF | 20'939 CHF | 99.43% | 99.43% |
05.07.2024 | 27.92% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 31'021 CHF | 20'511 CHF | 99.40% | 99.40% |
04.07.2024 | 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% |
03.07.2024 | 22.86% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 38'998 CHF | 24'499 CHF | 97.83% | 97.83% |
02.07.2024 | 27.89% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 31'071 CHF | 20'536 CHF | 99.06% | 99.06% |