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 | 37.60% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'664 CHF | 15'832 CHF | 92.74% | 92.74% |
12.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 94.88% | 94.88% |
11.07.2024 | 28.69% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'898 CHF | 19'949 CHF | 92.71% | 92.71% |
10.07.2024 | 28.01% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'883 CHF | 20'442 CHF | 91.23% | 91.23% |
09.07.2024 | 25.81% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 34'357 CHF | 22'179 CHF | 94.97% | 94.97% |
08.07.2024 | 28.37% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'321 CHF | 20'160 CHF | 90.06% | 90.06% |
05.07.2024 | 22.27% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'923 CHF | 24'961 CHF | 93.20% | 93.20% |
04.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'000 CHF | 25'000 CHF | 87.25% | 87.25% |
03.07.2024 | 20.99% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 43'058 CHF | 26'529 CHF | 96.23% | 96.23% |
02.07.2024 | 17.88% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 51'080 CHF | 30'540 CHF | 97.38% | 97.38% |