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 | 31.95% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 27'044 CHF | 18'522 CHF | 96.51% | 96.51% |
12.07.2024 | 30.77% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'076 CHF | 19'038 CHF | 92.15% | 92.15% |
11.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 98.47% | 98.47% |
10.07.2024 | 44.47% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'501 CHF | 13'750 CHF | 98.42% | 98.42% |
09.07.2024 | 46.56% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'531 CHF | 13'265 CHF | 97.90% | 97.90% |
08.07.2024 | 41.46% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'131 CHF | 14'566 CHF | 98.06% | 98.06% |
05.07.2024 | 40.95% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'449 CHF | 14'724 CHF | 98.98% | 98.98% |
04.07.2024 | 39.71% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'190 CHF | 15'095 CHF | 99.56% | 99.56% |
03.07.2024 | 46.75% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'421 CHF | 13'210 CHF | 97.63% | 97.63% |
02.07.2024 | 45.75% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'862 CHF | 13'431 CHF | 99.56% | 99.56% |