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 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'001 CHF | 30'000 CHF | 99.55% | 99.55% |
12.07.2024 | 18.13% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'175 CHF | 30'087 CHF | 96.38% | 96.38% |
11.07.2024 | 18.26% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'443 CHF | 30'222 CHF | 91.14% | 91.14% |
10.07.2024 | 27.18% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 32'185 CHF | 21'092 CHF | 99.59% | 99.59% |
09.07.2024 | 23.91% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 37'336 CHF | 23'668 CHF | 96.49% | 96.49% |
08.07.2024 | 23.16% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 38'516 CHF | 24'258 CHF | 99.57% | 99.57% |
05.07.2024 | 27.94% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'990 CHF | 20'495 CHF | 98.02% | 98.02% |
04.07.2024 | 24.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 36'860 CHF | 23'430 CHF | 99.56% | 99.56% |
03.07.2024 | 27.83% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 31'169 CHF | 20'584 CHF | 99.40% | 99.40% |
02.07.2024 | 22.39% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'731 CHF | 24'865 CHF | 97.48% | 97.48% |