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 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 40'003 CHF | 30'002 CHF | 99.17% | 99.17% |
12.07.2024 | 21.10% | 0.04 CHF | 0.05 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 42'778 CHF | 31'667 CHF | 99.17% | 99.17% |
11.07.2024 | 21.53% | 0.04 CHF | 0.05 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 41'704 CHF | 31'022 CHF | 99.17% | 99.17% |
10.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 40'000 CHF | 30'000 CHF | 99.17% | 99.17% |
09.07.2024 | 28.15% | 0.03 CHF | 0.04 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 30'670 CHF | 24'402 CHF | 99.17% | 99.17% |
08.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 30'000 CHF | 24'000 CHF | 99.16% | 99.16% |
05.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 30'000 CHF | 24'000 CHF | 99.16% | 99.16% |
04.07.2024 | 28.76% | 0.03 CHF | 0.04 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 29'835 CHF | 23'901 CHF | 99.17% | 99.17% |
03.07.2024 | 33.38% | 0.03 CHF | 0.04 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 25'795 CHF | 21'477 CHF | 99.17% | 99.17% |
02.07.2024 | 36.38% | 0.02 CHF | 0.03 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 23'164 CHF | 19'899 CHF | 99.15% | 99.15% |