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 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 99.14% | 99.14% |
12.07.2024 | 39.94% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'052 CHF | 15'026 CHF | 98.91% | 98.91% |
11.07.2024 | 30.24% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'543 CHF | 19'271 CHF | 97.99% | 97.99% |
10.07.2024 | 28.41% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'297 CHF | 20'149 CHF | 98.10% | 98.10% |
09.07.2024 | 24.70% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 36'099 CHF | 23'050 CHF | 99.12% | 99.12% |
08.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 99.10% | 99.10% |
05.07.2024 | 38.05% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'706 CHF | 15'853 CHF | 98.79% | 98.79% |
04.07.2024 | 31.46% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 27'472 CHF | 18'736 CHF | 98.79% | 98.79% |
03.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 99.06% | 99.06% |
02.07.2024 | 22.98% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 38'803 CHF | 24'401 CHF | 99.16% | 99.16% |