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 | 99.18% | 99.18% |
12.07.2024 | 28.77% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'830 CHF | 19'915 CHF | 99.46% | 99.46% |
11.07.2024 | 23.39% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 38'160 CHF | 24'080 CHF | 98.80% | 98.80% |
10.07.2024 | 21.34% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 42'177 CHF | 26'089 CHF | 98.53% | 98.53% |
09.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'000 CHF | 25'000 CHF | 99.58% | 99.58% |
08.07.2024 | 22.80% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'091 CHF | 24'545 CHF | 96.24% | 96.24% |
05.07.2024 | 22.76% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'162 CHF | 24'581 CHF | 99.49% | 99.49% |
04.07.2024 | 23.87% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 37'409 CHF | 23'704 CHF | 99.41% | 99.41% |
03.07.2024 | 21.44% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'926 CHF | 25'963 CHF | 99.53% | 99.53% |
02.07.2024 | 18.38% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'500 CHF | 29'750 CHF | 99.42% | 99.42% |