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 | 34.32% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 24'968 CHF | 17'484 CHF | 99.58% | 99.58% |
12.07.2024 | 28.29% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'449 CHF | 20'224 CHF | 99.45% | 99.45% |
11.07.2024 | 33.54% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 24'845 CHF | 17'423 CHF | 99.13% | 99.13% |
10.07.2024 | 40.68% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'648 CHF | 14'824 CHF | 99.58% | 99.58% |
09.07.2024 | 39.99% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'033 CHF | 15'017 CHF | 99.59% | 99.59% |
08.07.2024 | 30.95% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 27'917 CHF | 18'959 CHF | 99.58% | 99.58% |
05.07.2024 | 28.02% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'874 CHF | 20'437 CHF | 99.30% | 99.30% |
04.07.2024 | 27.53% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 31'637 CHF | 20'818 CHF | 99.55% | 99.55% |
03.07.2024 | 26.83% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 32'747 CHF | 21'374 CHF | 99.56% | 99.56% |
02.07.2024 | 28.68% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'907 CHF | 19'954 CHF | 99.59% | 99.59% |