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 | 26.32% | 0.03 CHF | 0.04 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 33'548 CHF | 26'129 CHF | 99.17% | 99.17% |
12.07.2024 | 23.03% | 0.03 CHF | 0.04 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 38'731 CHF | 29'239 CHF | 99.17% | 99.17% |
11.07.2024 | 25.19% | 0.03 CHF | 0.04 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 35'326 CHF | 27'196 CHF | 99.17% | 99.17% |
10.07.2024 | 27.28% | 0.04 CHF | 0.05 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 32'027 CHF | 25'216 CHF | 99.16% | 99.16% |
09.07.2024 | 39.82% | 0.02 CHF | 0.03 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 20'155 CHF | 18'093 CHF | 99.17% | 99.17% |
08.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 20'000 CHF | 18'000 CHF | 99.16% | 99.16% |
05.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 20'000 CHF | 18'000 CHF | 99.16% | 99.16% |
04.07.2024 | 40.58% | 0.02 CHF | 0.03 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 19'782 CHF | 17'869 CHF | 99.16% | 99.16% |
03.07.2024 | 54.53% | 0.01 CHF | 0.02 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 14'553 CHF | 14'732 CHF | 99.17% | 99.17% |
02.07.2024 | 66.16% | 0.01 CHF | 0.02 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 10'190 CHF | 12'114 CHF | 99.16% | 99.16% |