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 | 19.01% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 47'953 CHF | 28'977 CHF | 96.50% | 96.50% |
12.07.2024 | 18.80% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 48'480 CHF | 29'240 CHF | 92.01% | 92.01% |
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 | 98.43% | 98.43% |
10.07.2024 | 26.82% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 32'752 CHF | 21'376 CHF | 98.50% | 98.50% |
09.07.2024 | 28.52% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'078 CHF | 20'039 CHF | 97.88% | 97.88% |
08.07.2024 | 22.25% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'950 CHF | 24'975 CHF | 98.10% | 98.10% |
05.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'000 CHF | 25'000 CHF | 99.03% | 99.03% |
04.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'000 CHF | 25'000 CHF | 99.57% | 99.57% |
03.07.2024 | 27.36% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 31'909 CHF | 20'954 CHF | 97.72% | 97.72% |
02.07.2024 | 28.54% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'049 CHF | 20'025 CHF | 99.58% | 99.58% |