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 | 18.76% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 48'564 CHF | 29'282 CHF | 99.07% | 99.07% |
12.07.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'000 CHF | 30'000 CHF | 99.36% | 99.36% |
11.07.2024 | 27.21% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 32'193 CHF | 21'096 CHF | 98.96% | 98.96% |
10.07.2024 | 22.67% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'297 CHF | 24'649 CHF | 99.17% | 99.17% |
09.07.2024 | 22.32% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'842 CHF | 24'921 CHF | 97.96% | 97.96% |
08.07.2024 | 24.56% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 36'333 CHF | 23'166 CHF | 99.37% | 99.37% |
05.07.2024 | 19.07% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 47'791 CHF | 28'895 CHF | 99.50% | 99.50% |
04.07.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'000 CHF | 30'000 CHF | 99.58% | 99.58% |
03.07.2024 | 17.53% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 52'320 CHF | 31'160 CHF | 99.41% | 99.41% |
02.07.2024 | 13.44% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 69'496 CHF | 39'748 CHF | 99.53% | 99.53% |