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 | 12.13% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 77'925 CHF | 43'963 CHF | 99.64% | 99.64% |
12.07.2024 | 7.64% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 126'276 CHF | 68'138 CHF | 99.43% | 99.43% |
11.07.2024 | 8.60% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 111'846 CHF | 60'923 CHF | 99.41% | 99.41% |
10.07.2024 | 9.55% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 100'174 CHF | 55'087 CHF | 99.51% | 99.51% |
09.07.2024 | 21.67% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'438 CHF | 25'719 CHF | 97.24% | 97.24% |
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 | 99.48% | 99.48% |
05.07.2024 | 19.16% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 47'579 CHF | 28'790 CHF | 99.48% | 99.48% |
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 | 99.57% | 99.57% |
03.07.2024 | 18.23% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'888 CHF | 29'944 CHF | 99.51% | 99.51% |
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 | 98.40% | 98.40% |