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 | 28.13% | 0.03 CHF | 0.04 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 46'037 CHF | 8'138 CHF | 99.27% | 99.27% |
12.07.2024 | 23.22% | 0.03 CHF | 0.04 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 57'634 CHF | 9'685 CHF | 99.27% | 99.27% |
11.07.2024 | 18.98% | 0.04 CHF | 0.05 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 72'024 CHF | 11'603 CHF | 99.27% | 99.27% |
10.07.2024 | 18.42% | 0.05 CHF | 0.06 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 74'117 CHF | 11'882 CHF | 99.27% | 99.27% |
09.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 60'000 CHF | 10'000 CHF | 99.27% | 99.27% |
08.07.2024 | 21.41% | 0.05 CHF | 0.06 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 63'010 CHF | 10'401 CHF | 99.22% | 99.22% |
05.07.2024 | 22.13% | 0.04 CHF | 0.05 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 60'360 CHF | 10'048 CHF | 99.27% | 99.27% |
04.07.2024 | 22.31% | 0.04 CHF | 0.05 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 59'791 CHF | 9'972 CHF | 99.27% | 99.27% |
03.07.2024 | 18.61% | 0.04 CHF | 0.05 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 75'016 CHF | 12'002 CHF | 99.27% | 99.27% |
02.07.2024 | 15.80% | 0.05 CHF | 0.06 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 87'760 CHF | 13'701 CHF | 99.27% | 99.27% |