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 | 45.06% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'257 CHF | 13'628 CHF | 90.39% | 90.39% |
12.07.2024 | 45.59% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'974 CHF | 13'487 CHF | 97.58% | 97.58% |
11.07.2024 | 43.60% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'951 CHF | 13'976 CHF | 95.75% | 95.75% |
10.07.2024 | 42.47% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'561 CHF | 14'280 CHF | 95.46% | 95.46% |
09.07.2024 | 39.23% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'513 CHF | 15'257 CHF | 96.76% | 96.76% |
08.07.2024 | 41.51% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'109 CHF | 14'555 CHF | 95.48% | 95.48% |
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 | 91.92% | 91.92% |
04.07.2024 | 39.18% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'538 CHF | 15'269 CHF | 88.83% | 88.83% |
03.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 94.25% | 94.25% |
02.07.2024 | 39.82% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'155 CHF | 15'078 CHF | 95.92% | 95.92% |