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 | 99.12% | 99.12% |
12.07.2024 | 39.50% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'435 CHF | 15'217 CHF | 98.73% | 98.73% |
11.07.2024 | 36.11% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 23'403 CHF | 16'701 CHF | 98.91% | 98.91% |
10.07.2024 | 29.96% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'788 CHF | 19'394 CHF | 98.87% | 98.87% |
09.07.2024 | 31.22% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 27'680 CHF | 18'840 CHF | 98.76% | 98.76% |
08.07.2024 | 38.26% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'527 CHF | 15'763 CHF | 98.98% | 98.98% |
05.07.2024 | 32.74% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 26'349 CHF | 18'174 CHF | 99.09% | 99.09% |
04.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 98.89% | 98.89% |
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 | 98.72% | 98.72% |
02.07.2024 | 28.47% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'162 CHF | 20'081 CHF | 98.90% | 98.90% |