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 | 21.59% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'577 CHF | 25'788 CHF | 98.70% | 98.70% |
12.07.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'000 CHF | 35'000 CHF | 95.75% | 95.75% |
11.07.2024 | 17.29% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 53'184 CHF | 31'592 CHF | 98.92% | 98.92% |
10.07.2024 | 18.97% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 48'053 CHF | 29'027 CHF | 98.82% | 98.82% |
09.07.2024 | 19.28% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 47'276 CHF | 28'638 CHF | 99.05% | 99.05% |
08.07.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'023 CHF | 30'011 CHF | 96.83% | 96.83% |
05.07.2024 | 16.34% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 56'597 CHF | 33'298 CHF | 96.04% | 96.04% |
04.07.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'000 CHF | 30'000 CHF | 95.92% | 95.92% |
03.07.2024 | 21.69% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'326 CHF | 25'663 CHF | 97.13% | 97.13% |
02.07.2024 | 20.12% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 45'197 CHF | 27'598 CHF | 98.68% | 98.68% |