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 | 19.12% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 47'689 CHF | 28'845 CHF | 99.71% | 99.71% |
12.07.2024 | 15.43% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'837 CHF | 34'919 CHF | 99.51% | 99.51% |
11.07.2024 | 19.48% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 46'776 CHF | 28'388 CHF | 99.11% | 99.11% |
10.07.2024 | 23.80% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 37'519 CHF | 23'760 CHF | 99.60% | 99.60% |
09.07.2024 | 22.49% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'584 CHF | 24'792 CHF | 99.51% | 99.51% |
08.07.2024 | 18.34% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'013 CHF | 30'007 CHF | 99.56% | 99.56% |
05.07.2024 | 15.36% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'225 CHF | 35'112 CHF | 99.28% | 99.28% |
04.07.2024 | 15.35% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'169 CHF | 35'084 CHF | 99.54% | 99.54% |
03.07.2024 | 14.83% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 62'716 CHF | 36'358 CHF | 99.58% | 99.58% |
02.07.2024 | 17.92% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'933 CHF | 30'467 CHF | 99.57% | 99.57% |