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 | 13.27% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'422 CHF | 40'211 CHF | 99.71% | 99.71% |
12.07.2024 | 9.04% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 426'750 | 105'906 CHF | 49'262 CHF | 96.27% | 96.27% |
11.07.2024 | 13.02% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 72'104 CHF | 41'052 CHF | 98.44% | 98.44% |
10.07.2024 | 15.88% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 58'463 CHF | 34'232 CHF | 99.65% | 99.65% |
09.07.2024 | 18.13% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'234 CHF | 30'117 CHF | 97.99% | 97.99% |
08.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'000 CHF | 25'000 CHF | 99.15% | 99.15% |
05.07.2024 | 18.26% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'912 CHF | 29'956 CHF | 99.52% | 99.52% |
04.07.2024 | 15.54% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'435 CHF | 34'717 CHF | 99.34% | 99.34% |
03.07.2024 | 17.66% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 51'853 CHF | 30'927 CHF | 99.36% | 99.36% |
02.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'000 CHF | 25'000 CHF | 99.58% | 99.58% |