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 | 25.30% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 35'158 CHF | 22'579 CHF | 99.55% | 99.55% |
12.07.2024 | 25.99% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 34'066 CHF | 22'033 CHF | 99.57% | 99.57% |
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 | 99.47% | 99.47% |
10.07.2024 | 21.83% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'972 CHF | 25'486 CHF | 99.59% | 99.59% |
09.07.2024 | 20.75% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 43'652 CHF | 26'826 CHF | 99.58% | 99.58% |
08.07.2024 | 27.72% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 31'334 CHF | 20'667 CHF | 99.50% | 99.50% |
05.07.2024 | 26.52% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 33'227 CHF | 21'614 CHF | 99.59% | 99.59% |
04.07.2024 | 28.26% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'489 CHF | 20'244 CHF | 99.58% | 99.58% |
03.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'000 CHF | 25'000 CHF | 99.46% | 99.46% |
02.07.2024 | 18.34% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'610 CHF | 29'805 CHF | 99.59% | 99.59% |