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 | 22.82% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'174 CHF | 24'587 CHF | 99.48% | 99.48% |
12.07.2024 | 11.49% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 82'786 CHF | 46'393 CHF | 99.38% | 99.38% |
11.07.2024 | 14.63% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 64'255 CHF | 37'128 CHF | 99.39% | 99.39% |
10.07.2024 | 15.78% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 58'918 CHF | 34'459 CHF | 99.55% | 99.55% |
09.07.2024 | 42.92% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'433 CHF | 14'216 CHF | 97.28% | 97.28% |
08.07.2024 | 44.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'744 CHF | 13'872 CHF | 99.51% | 99.51% |
05.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 99.40% | 99.40% |
04.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 99.56% | 99.56% |
03.07.2024 | 39.44% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'387 CHF | 15'194 CHF | 99.47% | 99.47% |
02.07.2024 | 52.36% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'105 CHF | 12'052 CHF | 98.39% | 98.39% |