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 | 27.35% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'753 CHF | 10'438 CHF | 100.00% | 100.00% |
12.07.2024 | 23.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 979'523 | 250'000 | 37'939 CHF | 12'192 CHF | 98.41% | 98.41% |
11.07.2024 | 10.46% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 553'845 | 391'692 | 50'153 CHF | 40'340 CHF | 99.25% | 99.25% |
10.07.2024 | 9.32% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 493'326 | 492'169 | 50'529 CHF | 55'335 CHF | 99.76% | 99.76% |
09.07.2024 | 10.18% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 549'997 | 366'675 | 51'230 CHF | 38'359 CHF | 100.00% | 100.00% |
08.07.2024 | 9.78% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 517'079 | 442'215 | 50'237 CHF | 47'850 CHF | 98.97% | 98.97% |
05.07.2024 | 10.13% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 549'745 | 355'291 | 51'493 CHF | 37'523 CHF | 100.00% | 100.00% |
04.07.2024 | 9.18% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 488'092 | 488'075 | 50'767 CHF | 55'646 CHF | 98.16% | 98.16% |
03.07.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 468'841 | 468'845 | 51'587 CHF | 56'276 CHF | 100.00% | 100.00% |
02.07.2024 | 9.32% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 495'316 | 495'317 | 50'688 CHF | 55'641 CHF | 100.00% | 100.00% |