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 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 95.54% | 95.54% |
12.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 99.36% | 99.36% |
11.07.2024 | 44.30% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'386 CHF | 14'193 CHF | 99.15% | 99.15% |
10.07.2024 | 66.45% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'080 CHF | 10'040 CHF | 99.33% | 99.33% |
09.07.2024 | 41.54% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'422 CHF | 14'711 CHF | 99.36% | 99.36% |
08.07.2024 | 43.57% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'660 CHF | 14'330 CHF | 99.38% | 99.38% |
05.07.2024 | 33.92% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 25'320 CHF | 17'660 CHF | 99.28% | 99.28% |
04.07.2024 | 30.74% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'107 CHF | 19'053 CHF | 99.37% | 99.37% |
03.07.2024 | 37.69% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 22'020 CHF | 16'010 CHF | 99.39% | 99.39% |
02.07.2024 | 28.60% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'976 CHF | 19'988 CHF | 99.29% | 99.29% |