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 | 31.81% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 27'168 CHF | 18'584 CHF | 97.65% | 97.65% |
12.07.2024 | 30.17% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'471 CHF | 19'735 CHF | 85.36% | 85.36% |
11.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 98.88% | 98.88% |
10.07.2024 | 26.08% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 33'918 CHF | 21'959 CHF | 99.63% | 99.63% |
09.07.2024 | 26.46% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 33'321 CHF | 21'660 CHF | 99.52% | 99.52% |
08.07.2024 | 22.48% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'591 CHF | 24'795 CHF | 99.55% | 99.55% |
05.07.2024 | 22.12% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'260 CHF | 25'130 CHF | 99.58% | 99.58% |
04.07.2024 | 21.15% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 42'654 CHF | 26'327 CHF | 99.55% | 99.55% |
03.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'000 CHF | 25'000 CHF | 99.06% | 99.06% |
02.07.2024 | 22.29% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'892 CHF | 24'946 CHF | 99.59% | 99.59% |