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 | 28.73% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'859 CHF | 19'929 CHF | 99.53% | 99.53% |
12.07.2024 | 28.10% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'742 CHF | 20'371 CHF | 99.49% | 99.49% |
11.07.2024 | 38.29% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'496 CHF | 15'748 CHF | 99.27% | 99.27% |
10.07.2024 | 39.02% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'636 CHF | 15'318 CHF | 99.52% | 99.52% |
09.07.2024 | 40.62% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'630 CHF | 14'815 CHF | 86.60% | 86.60% |
08.07.2024 | 40.03% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 99.42% | 99.42% |
05.07.2024 | 37.89% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'510 CHF | 15'755 CHF | 99.33% | 99.33% |
04.07.2024 | 37.05% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 22'022 CHF | 16'011 CHF | 99.57% | 99.57% |
03.07.2024 | 39.92% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'102 CHF | 15'051 CHF | 99.42% | 99.42% |
02.07.2024 | 46.10% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'703 CHF | 13'351 CHF | 99.53% | 99.53% |