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 | 43.33% | 0.02 CHF | 0.03 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 27'182 CHF | 8'436 CHF | 99.27% | 99.27% |
12.07.2024 | 42.66% | 0.02 CHF | 0.03 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 27'702 CHF | 8'540 CHF | 99.27% | 99.27% |
11.07.2024 | 39.11% | 0.02 CHF | 0.03 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 30'899 CHF | 9'180 CHF | 99.27% | 99.27% |
10.07.2024 | 46.18% | 0.02 CHF | 0.03 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 25'050 CHF | 8'010 CHF | 99.27% | 99.27% |
09.07.2024 | 43.43% | 0.02 CHF | 0.03 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 27'084 CHF | 8'417 CHF | 99.27% | 99.27% |
08.07.2024 | 39.00% | 0.02 CHF | 0.03 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 30'991 CHF | 9'198 CHF | 99.25% | 99.25% |
05.07.2024 | 34.50% | 0.02 CHF | 0.03 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 36'033 CHF | 10'207 CHF | 99.27% | 99.27% |
04.07.2024 | 36.38% | 0.02 CHF | 0.03 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 33'766 CHF | 9'753 CHF | 99.27% | 99.27% |
03.07.2024 | 39.09% | 0.02 CHF | 0.03 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 30'937 CHF | 9'187 CHF | 99.27% | 99.27% |
02.07.2024 | 49.51% | 0.02 CHF | 0.03 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 23'003 CHF | 7'601 CHF | 99.27% | 99.27% |