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 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 99.57% | 99.57% |
12.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 96.44% | 96.44% |
11.07.2024 | 29.76% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'148 CHF | 19'574 CHF | 91.14% | 91.14% |
10.07.2024 | 41.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'466 CHF | 14'733 CHF | 99.56% | 99.56% |
09.07.2024 | 41.29% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'313 CHF | 14'656 CHF | 96.49% | 96.49% |
08.07.2024 | 40.47% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'725 CHF | 14'863 CHF | 99.58% | 99.58% |
05.07.2024 | 41.52% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'096 CHF | 14'548 CHF | 98.05% | 98.05% |
04.07.2024 | 39.45% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'371 CHF | 15'186 CHF | 99.56% | 99.56% |
03.07.2024 | 43.25% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'139 CHF | 14'070 CHF | 99.47% | 99.47% |
02.07.2024 | 36.71% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 22'319 CHF | 16'160 CHF | 97.49% | 97.49% |