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 | 74.62% | 0.01 CHF | 0.02 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 12'668 CHF | 4'611 CHF | 99.27% | 99.27% |
12.07.2024 | 62.48% | 0.01 CHF | 0.02 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 16'531 CHF | 5'255 CHF | 99.27% | 99.27% |
11.07.2024 | 59.08% | 0.01 CHF | 0.02 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 17'944 CHF | 5'491 CHF | 99.27% | 99.27% |
10.07.2024 | 65.27% | 0.01 CHF | 0.02 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 15'507 CHF | 5'084 CHF | 99.27% | 99.27% |
09.07.2024 | 58.16% | 0.01 CHF | 0.02 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 18'418 CHF | 5'570 CHF | 99.27% | 99.27% |
08.07.2024 | 54.67% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 19'956 CHF | 5'826 CHF | 99.22% | 99.22% |
05.07.2024 | 45.91% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 25'346 CHF | 6'724 CHF | 99.27% | 99.27% |
04.07.2024 | 62.16% | 0.01 CHF | 0.02 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 16'744 CHF | 5'291 CHF | 99.27% | 99.27% |
03.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 15'063 CHF | 5'011 CHF | 99.27% | 99.27% |
02.07.2024 | 79.80% | 0.01 CHF | 0.02 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 11'346 CHF | 4'391 CHF | 99.27% | 99.27% |