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 | 99.58% | 99.58% |
12.07.2024 | 23.37% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 38'196 CHF | 24'098 CHF | 96.43% | 96.43% |
11.07.2024 | 23.10% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'138 CHF | 24'569 CHF | 91.14% | 91.14% |
10.07.2024 | 15.99% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 57'836 CHF | 33'918 CHF | 99.58% | 99.58% |
09.07.2024 | 17.25% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 53'727 CHF | 31'864 CHF | 96.48% | 96.48% |
08.07.2024 | 18.21% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'943 CHF | 29'971 CHF | 99.55% | 99.55% |
05.07.2024 | 15.44% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'792 CHF | 34'896 CHF | 97.97% | 97.97% |
04.07.2024 | 15.42% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'857 CHF | 34'929 CHF | 99.56% | 99.56% |
03.07.2024 | 15.93% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 58'045 CHF | 34'022 CHF | 99.41% | 99.41% |
02.07.2024 | 17.96% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'796 CHF | 30'398 CHF | 97.49% | 97.49% |