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 | 21.98% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'673 CHF | 25'337 CHF | 98.61% | 98.61% |
12.07.2024 | 22.14% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'198 CHF | 25'099 CHF | 97.05% | 97.05% |
11.07.2024 | 27.20% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 32'163 CHF | 21'081 CHF | 93.37% | 93.37% |
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 | 96.59% | 96.59% |
09.07.2024 | 29.42% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'257 CHF | 19'629 CHF | 97.45% | 97.45% |
08.07.2024 | 28.39% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'283 CHF | 20'141 CHF | 98.97% | 98.97% |
05.07.2024 | 35.13% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 24'260 CHF | 17'130 CHF | 97.83% | 97.83% |
04.07.2024 | 31.20% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 27'704 CHF | 18'852 CHF | 99.37% | 99.37% |
03.07.2024 | 24.29% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 36'833 CHF | 23'417 CHF | 98.16% | 98.16% |
02.07.2024 | 23.26% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 38'369 CHF | 24'185 CHF | 97.85% | 97.85% |