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 | 70.34% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'336 CHF | 9'668 CHF | 99.11% | 99.11% |
12.07.2024 | 63.25% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'862 CHF | 10'431 CHF | 98.91% | 98.91% |
11.07.2024 | 73.95% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'580 CHF | 9'290 CHF | 99.03% | 99.03% |
10.07.2024 | 75.76% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'381 CHF | 9'191 CHF | 99.13% | 99.13% |
09.07.2024 | - | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.13% |
08.07.2024 | 36.51% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 23'050 CHF | 16'525 CHF | 99.11% | 99.11% |
05.07.2024 | 28.92% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'695 CHF | 19'847 CHF | 98.83% | 98.83% |
04.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 98.80% | 98.80% |
03.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 99.07% | 99.07% |
02.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 99.16% | 99.16% |