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 | 47.92% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'940 CHF | 12'970 CHF | 99.49% | 99.49% |
12.07.2024 | 43.92% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'800 CHF | 13'900 CHF | 99.33% | 99.33% |
11.07.2024 | 56.80% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'639 CHF | 11'319 CHF | 99.39% | 99.39% |
10.07.2024 | 62.47% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'015 CHF | 10'507 CHF | 99.45% | 99.45% |
09.07.2024 | 66.63% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'020 CHF | 10'010 CHF | 86.49% | 86.49% |
08.07.2024 | 65.64% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'247 CHF | 10'123 CHF | 99.45% | 99.45% |
05.07.2024 | 61.50% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'343 CHF | 10'671 CHF | 99.36% | 99.36% |
04.07.2024 | 60.92% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'440 CHF | 10'720 CHF | 99.56% | 99.56% |
03.07.2024 | 62.72% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'973 CHF | 10'487 CHF | 99.49% | 99.49% |
02.07.2024 | 73.60% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'605 CHF | 9'303 CHF | 99.56% | 99.56% |