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 | 29.28% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'383 CHF | 19'692 CHF | 99.61% | 99.61% |
12.07.2024 | 21.83% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'977 CHF | 25'489 CHF | 99.50% | 99.50% |
11.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 99.11% | 99.11% |
10.07.2024 | 39.22% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'641 CHF | 15'320 CHF | 99.59% | 99.59% |
09.07.2024 | 38.54% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'021 CHF | 15'511 CHF | 99.59% | 99.59% |
08.07.2024 | 28.73% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'553 CHF | 20'276 CHF | 99.58% | 99.58% |
05.07.2024 | 20.46% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 44'384 CHF | 27'192 CHF | 99.30% | 99.30% |
04.07.2024 | 21.05% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 42'893 CHF | 26'446 CHF | 99.54% | 99.54% |
03.07.2024 | 21.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 43'033 CHF | 26'517 CHF | 99.55% | 99.55% |
02.07.2024 | 27.66% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 31'430 CHF | 20'715 CHF | 99.58% | 99.58% |