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 | 38.43% | 0.02 CHF | 0.03 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 31'576 CHF | 1'553 CHF | 99.27% | 99.27% |
12.07.2024 | 43.03% | 0.02 CHF | 0.03 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 27'397 CHF | 1'413 CHF | 99.27% | 99.27% |
11.07.2024 | 46.13% | 0.02 CHF | 0.03 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 25'142 CHF | 1'338 CHF | 99.27% | 99.27% |
10.07.2024 | 45.08% | 0.02 CHF | 0.03 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 25'876 CHF | 1'363 CHF | 99.27% | 99.27% |
09.07.2024 | 47.01% | 0.02 CHF | 0.03 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 24'430 CHF | 1'314 CHF | 99.27% | 99.27% |
08.07.2024 | 45.35% | 0.02 CHF | 0.03 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 25'647 CHF | 1'355 CHF | 99.21% | 99.21% |
05.07.2024 | 45.93% | 0.02 CHF | 0.03 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 25'176 CHF | 1'339 CHF | 99.27% | 99.27% |
04.07.2024 | 48.48% | 0.02 CHF | 0.03 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 23'462 CHF | 1'282 CHF | 99.27% | 99.27% |
03.07.2024 | 42.34% | 0.02 CHF | 0.03 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 28'181 CHF | 1'439 CHF | 99.27% | 99.27% |
02.07.2024 | 37.04% | 0.02 CHF | 0.03 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 33'355 CHF | 1'612 CHF | 90.87% | 90.87% |