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 | 43.26% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'220 CHF | 14'110 CHF | 94.33% | 94.33% |
12.07.2024 | 42.27% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'149 CHF | 14'574 CHF | 84.66% | 84.66% |
11.07.2024 | 37.16% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 22'483 CHF | 16'241 CHF | 98.87% | 98.87% |
10.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 97.70% | 97.70% |
09.07.2024 | 27.48% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 31'715 CHF | 20'858 CHF | 98.44% | 98.44% |
08.07.2024 | 22.23% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'992 CHF | 24'996 CHF | 98.88% | 98.88% |
05.07.2024 | 22.29% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'900 CHF | 24'950 CHF | 90.65% | 90.65% |
04.07.2024 | 27.06% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 32'383 CHF | 21'192 CHF | 98.13% | 98.13% |
03.07.2024 | 28.05% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 31'173 CHF | 20'587 CHF | 99.13% | 99.13% |
02.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 96.42% | 96.42% |