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 | 34.02% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 24'413 CHF | 34'413 CHF | 100.00% | 100.00% |
12.07.2024 | 30.16% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 28'226 CHF | 38'226 CHF | 99.85% | 99.85% |
11.07.2024 | 26.94% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 32'279 CHF | 42'279 CHF | 71.51% | 71.51% |
10.07.2024 | 22.92% | 0.04 CHF | 0.05 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 38'642 CHF | 48'642 CHF | 99.38% | 99.38% |
09.07.2024 | 22.38% | 0.04 CHF | 0.05 CHF | 1'000'000 | 1'000'000 | 996'350 | 996'350 | 39'794 CHF | 49'794 CHF | 100.00% | 100.00% |
08.07.2024 | 22.42% | 0.04 CHF | 0.05 CHF | 1'000'000 | 1'000'000 | 998'279 | 998'279 | 39'713 CHF | 49'713 CHF | 100.00% | 100.00% |
05.07.2024 | 20.49% | 0.04 CHF | 0.05 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 43'814 CHF | 53'814 CHF | 99.56% | 99.56% |
04.07.2024 | 18.94% | 0.05 CHF | 0.06 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 47'821 CHF | 57'821 CHF | 100.00% | 100.00% |
03.07.2024 | 15.05% | 0.05 CHF | 0.06 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 61'567 CHF | 71'567 CHF | 99.77% | 99.77% |
02.07.2024 | 12.86% | 0.07 CHF | 0.08 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 72'813 CHF | 82'813 CHF | 99.93% | 99.93% |