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 | 28.23% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'533 CHF | 20'267 CHF | 99.43% | 99.43% |
12.07.2024 | 28.45% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'199 CHF | 20'099 CHF | 99.59% | 99.59% |
11.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'000 CHF | 25'000 CHF | 99.48% | 99.48% |
10.07.2024 | 21.95% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'662 CHF | 25'331 CHF | 99.60% | 99.60% |
09.07.2024 | 20.25% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 44'874 CHF | 27'437 CHF | 99.58% | 99.58% |
08.07.2024 | 22.11% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'282 CHF | 25'141 CHF | 99.57% | 99.57% |
05.07.2024 | 17.93% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'908 CHF | 30'454 CHF | 99.68% | 99.68% |
04.07.2024 | 18.17% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'045 CHF | 30'023 CHF | 99.35% | 99.35% |
03.07.2024 | 14.54% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 64'442 CHF | 37'221 CHF | 99.17% | 99.17% |
02.07.2024 | 10.12% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 414'510 | 94'297 CHF | 43'073 CHF | 99.56% | 99.56% |