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 | 22.36% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'786 CHF | 12'447 CHF | 99.06% | 99.06% |
12.07.2024 | 20.39% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 44'128 CHF | 13'532 CHF | 98.84% | 98.84% |
11.07.2024 | 23.54% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 263'422 | 37'920 CHF | 12'762 CHF | 97.65% | 97.65% |
10.07.2024 | 22.92% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 38'741 CHF | 12'185 CHF | 95.16% | 95.16% |
09.07.2024 | 23.07% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 38'480 CHF | 12'120 CHF | 98.70% | 98.70% |
08.07.2024 | 22.06% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 987'935 | 250'000 | 39'957 CHF | 12'619 CHF | 98.56% | 98.56% |
05.07.2024 | 21.39% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 41'882 CHF | 12'971 CHF | 99.18% | 99.18% |
04.07.2024 | 19.98% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 45'056 CHF | 13'764 CHF | 99.17% | 99.17% |
03.07.2024 | 20.21% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 44'534 CHF | 13'634 CHF | 98.45% | 98.45% |
02.07.2024 | 23.13% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 38'391 CHF | 12'098 CHF | 98.76% | 98.76% |