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 | 26.23% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 33'688 CHF | 21'844 CHF | 96.72% | 96.72% |
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 | 98.94% | 98.94% |
11.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'000 CHF | 25'000 CHF | 99.03% | 99.03% |
10.07.2024 | 18.46% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'306 CHF | 29'653 CHF | 96.67% | 96.67% |
09.07.2024 | 18.36% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'555 CHF | 29'777 CHF | 98.00% | 98.00% |
08.07.2024 | 17.81% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 51'337 CHF | 30'668 CHF | 98.80% | 98.80% |
05.07.2024 | 13.22% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 495'212 | 70'752 CHF | 39'945 CHF | 94.94% | 94.94% |
04.07.2024 | 13.00% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 491'417 | 72'120 CHF | 40'288 CHF | 98.65% | 98.65% |
03.07.2024 | 12.32% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 475'823 | 76'452 CHF | 41'050 CHF | 99.19% | 99.19% |
02.07.2024 | 11.62% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 437'902 | 81'840 CHF | 39'929 CHF | 98.64% | 98.64% |