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 | 27.99% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'909 CHF | 20'454 CHF | 95.43% | 95.43% |
12.07.2024 | 22.14% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'204 CHF | 25'102 CHF | 99.39% | 99.39% |
11.07.2024 | 18.47% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'353 CHF | 29'677 CHF | 99.15% | 99.15% |
10.07.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'010 CHF | 35'005 CHF | 99.36% | 99.36% |
09.07.2024 | 17.48% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 52'507 CHF | 31'254 CHF | 99.41% | 99.41% |
08.07.2024 | 19.15% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 47'609 CHF | 28'805 CHF | 99.32% | 99.32% |
05.07.2024 | 24.84% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 36'163 CHF | 23'082 CHF | 99.18% | 99.18% |
04.07.2024 | 24.61% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 36'241 CHF | 23'121 CHF | 99.37% | 99.37% |
03.07.2024 | 22.34% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'818 CHF | 24'909 CHF | 99.41% | 99.41% |
02.07.2024 | 25.63% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 34'626 CHF | 22'313 CHF | 99.40% | 99.40% |