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 | 32.75% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 26'347 CHF | 18'174 CHF | 99.46% | 99.46% |
12.07.2024 | 21.75% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'159 CHF | 25'580 CHF | 99.66% | 99.66% |
11.07.2024 | 22.01% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'561 CHF | 25'280 CHF | 99.45% | 99.45% |
10.07.2024 | 25.50% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 34'833 CHF | 22'417 CHF | 99.48% | 99.48% |
09.07.2024 | 57.72% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'376 CHF | 11'188 CHF | 97.30% | 97.30% |
08.07.2024 | 58.65% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'058 CHF | 11'029 CHF | 99.44% | 99.44% |
05.07.2024 | 57.32% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'467 CHF | 11'234 CHF | 99.46% | 99.46% |
04.07.2024 | 52.63% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'000 CHF | 12'000 CHF | 99.58% | 99.58% |
03.07.2024 | 53.87% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'584 CHF | 11'792 CHF | 99.38% | 99.38% |
02.07.2024 | 64.69% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'476 CHF | 10'238 CHF | 98.41% | 98.41% |