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 | 53.84% | 0.02 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 23'368 CHF | 40'000 CHF | 99.72% | 99.72% |
12.07.2024 | 66.67% | 0.02 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 20'000 CHF | 40'000 CHF | 99.01% | 99.01% |
11.07.2024 | 50.49% | 0.02 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 24'247 CHF | 40'000 CHF | 99.09% | 99.09% |
10.07.2024 | 66.67% | 0.02 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 20'000 CHF | 40'000 CHF | 100.00% | 100.00% |
09.07.2024 | 66.67% | 0.02 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 20'000 CHF | 40'000 CHF | 100.00% | 100.00% |
08.07.2024 | 66.67% | 0.02 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 20'000 CHF | 40'000 CHF | 83.92% | 83.92% |
05.07.2024 | 54.81% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 20'000 CHF | 35'555 CHF | 98.86% | 98.86% |
04.07.2024 | 45.53% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 20'000 CHF | 32'075 CHF | 100.00% | 100.00% |
03.07.2024 | 47.35% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 18'775 CHF | 30'000 CHF | 99.82% | 99.82% |
02.07.2024 | 45.24% | 0.02 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 20'000 CHF | 31'965 CHF | 100.00% | 100.00% |