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 | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 15'000 CHF | 5'000 CHF | 99.38% | 99.38% |
12.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 15'000 CHF | 5'000 CHF | 99.38% | 99.38% |
11.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 15'000 CHF | 5'000 CHF | 99.37% | 99.37% |
10.07.2024 | 27.79% | 0.04 CHF | 0.05 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 46'852 CHF | 10'309 CHF | 99.37% | 99.37% |
09.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 45'000 CHF | 10'000 CHF | 99.38% | 99.38% |
08.07.2024 | 29.65% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 43'588 CHF | 9'765 CHF | 99.38% | 99.38% |
05.07.2024 | 29.15% | 0.03 CHF | 0.04 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 44'244 CHF | 9'874 CHF | 99.38% | 99.38% |
04.07.2024 | 31.71% | 0.03 CHF | 0.04 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 40'880 CHF | 9'313 CHF | 98.82% | 98.82% |
03.07.2024 | 30.77% | 0.03 CHF | 0.04 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 42'113 CHF | 9'519 CHF | 99.38% | 99.38% |
02.07.2024 | 30.01% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 43'111 CHF | 9'685 CHF | 99.38% | 99.38% |