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 | 39.73% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'241 CHF | 15'120 CHF | 99.47% | 99.47% |
12.07.2024 | 39.99% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'005 CHF | 15'002 CHF | 99.63% | 99.63% |
11.07.2024 | 28.74% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'851 CHF | 19'926 CHF | 99.52% | 99.52% |
10.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 99.55% | 99.55% |
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 | 99.57% | 99.57% |
08.07.2024 | 28.56% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'024 CHF | 20'012 CHF | 99.50% | 99.50% |
05.07.2024 | 26.23% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 33'695 CHF | 21'848 CHF | 99.67% | 99.67% |
04.07.2024 | 26.99% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 32'486 CHF | 21'243 CHF | 99.36% | 99.36% |
03.07.2024 | 20.76% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 43'847 CHF | 26'924 CHF | 99.09% | 99.09% |
02.07.2024 | 14.20% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 65'772 CHF | 37'886 CHF | 99.58% | 99.58% |