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 | 39.59% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'356 CHF | 15'178 CHF | 93.42% | 93.42% |
12.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 94.40% | 94.40% |
11.07.2024 | 22.30% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'872 CHF | 24'936 CHF | 90.60% | 90.60% |
10.07.2024 | 18.04% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'513 CHF | 30'256 CHF | 87.11% | 87.11% |
09.07.2024 | 17.63% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 51'960 CHF | 30'980 CHF | 84.53% | 84.53% |
08.07.2024 | 18.35% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'571 CHF | 29'786 CHF | 85.94% | 85.94% |
05.07.2024 | 18.13% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'173 CHF | 30'086 CHF | 91.18% | 91.18% |
04.07.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'000 CHF | 35'000 CHF | 80.01% | 80.01% |
03.07.2024 | 14.80% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 62'853 CHF | 36'427 CHF | 91.66% | 91.66% |
02.07.2024 | 13.11% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 71'826 CHF | 40'913 CHF | 96.55% | 96.55% |