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 | 28.70% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'888 CHF | 19'944 CHF | 99.55% | 99.55% |
12.07.2024 | 23.59% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 37'849 CHF | 23'924 CHF | 99.51% | 99.51% |
11.07.2024 | 36.70% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 22'512 CHF | 16'256 CHF | 99.40% | 99.40% |
10.07.2024 | 40.57% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'661 CHF | 14'831 CHF | 99.45% | 99.45% |
09.07.2024 | 43.02% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'275 CHF | 14'137 CHF | 86.48% | 86.48% |
08.07.2024 | 44.42% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'539 CHF | 13'770 CHF | 99.43% | 99.43% |
05.07.2024 | 40.95% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'543 CHF | 14'771 CHF | 99.39% | 99.39% |
04.07.2024 | 40.22% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'904 CHF | 14'952 CHF | 99.57% | 99.57% |
03.07.2024 | 44.31% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'724 CHF | 13'862 CHF | 99.44% | 99.44% |
02.07.2024 | 46.55% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'539 CHF | 13'269 CHF | 99.53% | 99.53% |