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 | 14.85% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 62'684 CHF | 36'342 CHF | 99.49% | 99.49% |
12.07.2024 | 10.11% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 94'243 CHF | 52'121 CHF | 99.41% | 99.41% |
11.07.2024 | 11.45% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 82'663 CHF | 46'332 CHF | 99.27% | 99.27% |
10.07.2024 | 13.06% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 71'790 CHF | 40'895 CHF | 99.49% | 99.49% |
09.07.2024 | 28.10% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'749 CHF | 20'374 CHF | 97.26% | 97.26% |
08.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 99.45% | 99.45% |
05.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 99.44% | 99.44% |
04.07.2024 | 22.24% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'967 CHF | 24'984 CHF | 99.58% | 99.58% |
03.07.2024 | 27.78% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 31'243 CHF | 20'622 CHF | 99.49% | 99.49% |
02.07.2024 | 29.65% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'055 CHF | 19'528 CHF | 98.41% | 98.41% |