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 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 73.14% | 99.03% |
12.07.2024 | 66.22% | 0.01 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'168 CHF | 10'084 CHF | 79.71% | 98.66% |
11.07.2024 | 33.33% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 25'837 CHF | 17'918 CHF | 97.73% | 97.73% |
10.07.2024 | 30.07% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'686 CHF | 19'343 CHF | 99.13% | 99.13% |
09.07.2024 | 29.88% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'915 CHF | 19'457 CHF | 99.19% | 99.19% |
08.07.2024 | 33.98% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 25'271 CHF | 17'636 CHF | 99.13% | 99.13% |
05.07.2024 | 28.91% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'706 CHF | 19'853 CHF | 99.15% | 99.15% |
04.07.2024 | 28.73% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'861 CHF | 19'931 CHF | 99.38% | 99.38% |
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 | 98.89% | 98.89% |
02.07.2024 | 34.93% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 24'435 CHF | 17'217 CHF | 98.95% | 98.95% |