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 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 93.46% | 93.46% |
12.07.2024 | 28.28% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'457 CHF | 20'228 CHF | 93.21% | 93.21% |
11.07.2024 | 22.12% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'256 CHF | 25'128 CHF | 94.59% | 94.59% |
10.07.2024 | 21.65% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'425 CHF | 25'713 CHF | 96.17% | 96.17% |
09.07.2024 | 22.40% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'713 CHF | 24'856 CHF | 91.55% | 91.55% |
08.07.2024 | 22.04% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'459 CHF | 25'229 CHF | 95.72% | 95.72% |
05.07.2024 | 21.11% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 42'764 CHF | 26'382 CHF | 92.64% | 92.64% |
04.07.2024 | 18.82% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 48'417 CHF | 29'208 CHF | 90.47% | 90.47% |
03.07.2024 | 18.15% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'111 CHF | 30'055 CHF | 97.09% | 97.09% |
02.07.2024 | 18.85% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 48'355 CHF | 29'177 CHF | 94.82% | 94.82% |