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 | 20.40% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 44'510 CHF | 27'255 CHF | 99.29% | 99.29% |
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 | 99.28% | 99.28% |
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 | 99.27% | 99.27% |
10.07.2024 | 18.24% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'888 CHF | 29'944 CHF | 99.33% | 99.33% |
09.07.2024 | 16.11% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 57'423 CHF | 33'712 CHF | 99.36% | 99.36% |
08.07.2024 | 17.82% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 51'302 CHF | 30'651 CHF | 99.36% | 99.36% |
05.07.2024 | 13.80% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 67'701 CHF | 38'851 CHF | 99.30% | 99.30% |
04.07.2024 | 13.30% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'212 CHF | 40'106 CHF | 99.36% | 99.36% |
03.07.2024 | 12.96% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 72'382 CHF | 41'191 CHF | 99.27% | 99.27% |
02.07.2024 | 14.25% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 65'536 CHF | 37'768 CHF | 99.38% | 99.38% |