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 | 33.09% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 26'048 CHF | 18'024 CHF | 98.86% | 98.86% |
12.07.2024 | 38.36% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'437 CHF | 15'719 CHF | 98.79% | 98.79% |
11.07.2024 | 57.40% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'476 CHF | 11'738 CHF | 99.34% | 99.34% |
10.07.2024 | 61.64% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'885 CHF | 10'942 CHF | 98.41% | 98.41% |
09.07.2024 | 40.33% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'877 CHF | 14'938 CHF | 97.75% | 97.75% |
08.07.2024 | 33.79% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 25'433 CHF | 17'717 CHF | 97.51% | 97.51% |
05.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 98.36% | 98.36% |
04.07.2024 | 28.42% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'245 CHF | 20'122 CHF | 94.22% | 94.22% |
03.07.2024 | 27.80% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 31'217 CHF | 20'609 CHF | 99.28% | 99.28% |
02.07.2024 | 29.18% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'464 CHF | 19'732 CHF | 98.92% | 98.92% |