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 | 46.20% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'938 CHF | 13'469 CHF | 99.49% | 99.49% |
12.07.2024 | 38.52% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'145 CHF | 15'572 CHF | 99.50% | 99.50% |
11.07.2024 | 46.37% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'667 CHF | 13'334 CHF | 99.13% | 99.13% |
10.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 99.59% | 99.59% |
09.07.2024 | 39.03% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'668 CHF | 15'334 CHF | 99.54% | 99.54% |
08.07.2024 | 40.83% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'511 CHF | 14'756 CHF | 99.58% | 99.58% |
05.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 99.56% | 99.56% |
04.07.2024 | 39.67% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'287 CHF | 15'143 CHF | 99.58% | 99.58% |
03.07.2024 | 34.44% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 24'866 CHF | 17'433 CHF | 99.47% | 99.47% |
02.07.2024 | 23.60% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 37'829 CHF | 23'914 CHF | 99.58% | 99.58% |