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 | 56.86% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'654 CHF | 11'327 CHF | 99.65% | 99.65% |
12.07.2024 | 35.05% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 23'587 CHF | 16'794 CHF | 99.42% | 99.42% |
11.07.2024 | 40.39% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'945 CHF | 14'973 CHF | 99.43% | 99.43% |
10.07.2024 | 43.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'391 CHF | 14'196 CHF | 99.49% | 99.49% |
09.07.2024 | 109.94% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'123 CHF | 7'061 CHF | 97.27% | 97.27% |
08.07.2024 | 111.39% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'980 CHF | 6'990 CHF | 99.49% | 99.49% |
05.07.2024 | 114.60% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'769 CHF | 6'884 CHF | 99.42% | 99.42% |
04.07.2024 | 104.56% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'590 CHF | 7'295 CHF | 99.57% | 99.57% |
03.07.2024 | 98.88% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'123 CHF | 7'561 CHF | 99.46% | 99.46% |
02.07.2024 | 114.90% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'728 CHF | 6'864 CHF | 98.38% | 98.38% |