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 | 43.32% | 0.01 CHF | 0.02 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 28'134 CHF | 4'313 CHF | 99.27% | 99.27% |
12.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 30'000 CHF | 4'500 CHF | 99.27% | 99.27% |
11.07.2024 | 55.65% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 21'196 CHF | 3'620 CHF | 99.27% | 99.27% |
10.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 15'000 CHF | 3'000 CHF | 99.27% | 99.27% |
09.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 15'000 CHF | 3'000 CHF | 99.27% | 99.27% |
08.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 15'000 CHF | 3'000 CHF | 99.25% | 99.25% |
05.07.2024 | 52.79% | 0.01 CHF | 0.02 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 22'804 CHF | 3'780 CHF | 99.27% | 99.27% |
04.07.2024 | 60.83% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 18'286 CHF | 3'329 CHF | 99.27% | 99.27% |
03.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 15'000 CHF | 3'000 CHF | 99.27% | 99.27% |
02.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 15'000 CHF | 3'000 CHF | 99.27% | 99.27% |