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 | 28.13% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'697 CHF | 20'348 CHF | 99.23% | 99.23% |
12.07.2024 | 23.91% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 37'347 CHF | 23'674 CHF | 99.07% | 99.07% |
11.07.2024 | 18.34% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'611 CHF | 29'806 CHF | 97.65% | 97.65% |
10.07.2024 | 18.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'896 CHF | 29'948 CHF | 99.16% | 99.16% |
09.07.2024 | 17.61% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 52'043 CHF | 31'021 CHF | 98.93% | 98.93% |
08.07.2024 | 18.16% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'083 CHF | 30'042 CHF | 98.95% | 98.95% |
05.07.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'000 CHF | 30'000 CHF | 98.60% | 98.60% |
04.07.2024 | 18.10% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'280 CHF | 30'140 CHF | 99.38% | 99.38% |
03.07.2024 | 15.61% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'197 CHF | 34'599 CHF | 98.88% | 98.88% |
02.07.2024 | 17.79% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 51'393 CHF | 30'697 CHF | 98.99% | 98.99% |