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 | 23.52% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 37'955 CHF | 23'977 CHF | 97.68% | 97.68% |
12.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'000 CHF | 25'000 CHF | 97.89% | 97.89% |
11.07.2024 | 22.02% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'488 CHF | 25'244 CHF | 98.81% | 98.81% |
10.07.2024 | 28.47% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'161 CHF | 20'080 CHF | 98.87% | 98.87% |
09.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 98.96% | 98.96% |
08.07.2024 | 22.26% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'935 CHF | 24'967 CHF | 96.74% | 96.74% |
05.07.2024 | 22.23% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'981 CHF | 24'990 CHF | 98.31% | 98.31% |
04.07.2024 | 22.77% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'144 CHF | 24'572 CHF | 93.35% | 93.35% |
03.07.2024 | 22.85% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'010 CHF | 24'505 CHF | 98.54% | 98.54% |
02.07.2024 | 26.42% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 33'391 CHF | 21'695 CHF | 98.59% | 98.59% |