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 | 82.25% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'304 CHF | 8'652 CHF | 99.53% | 99.53% |
12.07.2024 | 52.56% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'092 CHF | 12'046 CHF | 99.50% | 99.50% |
11.07.2024 | 74.01% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'553 CHF | 9'276 CHF | 99.08% | 99.08% |
10.07.2024 | 99.71% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'083 CHF | 7'541 CHF | 99.59% | 99.59% |
09.07.2024 | 99.77% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'093 CHF | 7'546 CHF | 99.54% | 99.54% |
08.07.2024 | 78.01% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'037 CHF | 9'019 CHF | 99.56% | 99.56% |
05.07.2024 | 55.10% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'285 CHF | 11'643 CHF | 99.26% | 99.26% |
04.07.2024 | 52.75% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'979 CHF | 11'990 CHF | 99.55% | 99.55% |
03.07.2024 | 54.53% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'455 CHF | 11'728 CHF | 99.48% | 99.48% |
02.07.2024 | 74.21% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'537 CHF | 9'268 CHF | 99.57% | 99.57% |