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 | 47.96% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'887 CHF | 12'944 CHF | 98.94% | 98.94% |
12.07.2024 | 44.18% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'703 CHF | 13'851 CHF | 99.24% | 99.24% |
11.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 98.96% | 98.96% |
10.07.2024 | 29.68% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'030 CHF | 19'515 CHF | 99.16% | 99.16% |
09.07.2024 | 31.18% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 27'714 CHF | 18'857 CHF | 99.06% | 99.06% |
08.07.2024 | 39.72% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'244 CHF | 15'122 CHF | 99.06% | 99.06% |
05.07.2024 | 37.72% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'999 CHF | 16'000 CHF | 99.05% | 99.05% |
04.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 99.06% | 99.06% |
03.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 99.14% | 99.14% |
02.07.2024 | 28.02% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'867 CHF | 20'433 CHF | 99.18% | 99.18% |