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 | 77.46% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'922 CHF | 8'961 CHF | 94.95% | 94.95% |
12.07.2024 | 65.73% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'234 CHF | 10'117 CHF | 95.22% | 95.22% |
11.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 20.63% | 98.10% |
10.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 2.55% | 98.99% |
09.07.2024 | - | - CHF | 0.02 CHF | 0 | 500'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.03% |
08.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 35.94% | 97.14% |
05.07.2024 | 59.43% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'713 CHF | 11'356 CHF | 98.28% | 98.28% |
04.07.2024 | 51.38% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'483 CHF | 12'242 CHF | 97.80% | 97.80% |
03.07.2024 | 54.93% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'226 CHF | 11'613 CHF | 96.09% | 96.09% |
02.07.2024 | 68.81% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'556 CHF | 9'778 CHF | 97.21% | 97.21% |