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 | 28.08% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'771 CHF | 10'193 CHF | 99.38% | 99.38% |
12.07.2024 | 21.94% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'710 CHF | 12'677 CHF | 99.38% | 99.38% |
11.07.2024 | 22.20% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'481 CHF | 12'620 CHF | 91.41% | 91.41% |
10.07.2024 | 11.78% | 0.08 CHF | 0.09 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 79'904 CHF | 22'476 CHF | 99.37% | 99.37% |
09.07.2024 | 9.76% | 0.09 CHF | 0.10 CHF | 1'000'000 | 250'000 | 1'000'000 | 247'515 | 97'905 CHF | 26'662 CHF | 99.37% | 99.37% |
08.07.2024 | 8.18% | 0.11 CHF | 0.12 CHF | 1'000'000 | 250'000 | 1'000'000 | 216'834 | 117'740 CHF | 27'568 CHF | 99.38% | 99.38% |
05.07.2024 | 7.96% | 0.12 CHF | 0.13 CHF | 1'000'000 | 250'000 | 1'000'000 | 206'960 | 120'911 CHF | 27'025 CHF | 99.00% | 99.00% |
04.07.2024 | 7.56% | 0.12 CHF | 0.13 CHF | 1'000'000 | 200'000 | 1'000'000 | 208'334 | 128'369 CHF | 28'676 CHF | 91.02% | 91.02% |
03.07.2024 | 12.32% | 0.08 CHF | 0.09 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 76'974 CHF | 21'744 CHF | 99.38% | 99.38% |
02.07.2024 | 18.04% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 50'499 CHF | 15'125 CHF | 99.38% | 99.38% |