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 | 19.19% | 0.05 CHF | 0.06 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 70'730 CHF | 8'573 CHF | 99.27% | 99.27% |
12.07.2024 | 18.73% | 0.05 CHF | 0.06 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 72'853 CHF | 8'785 CHF | 99.27% | 99.27% |
11.07.2024 | 25.96% | 0.05 CHF | 0.06 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 51'126 CHF | 6'613 CHF | 99.27% | 99.27% |
10.07.2024 | 27.29% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 47'582 CHF | 6'258 CHF | 99.27% | 99.27% |
09.07.2024 | 28.25% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 45'667 CHF | 6'067 CHF | 99.27% | 99.27% |
08.07.2024 | 27.75% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 46'592 CHF | 6'159 CHF | 99.25% | 99.25% |
05.07.2024 | 27.85% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 46'504 CHF | 6'150 CHF | 99.27% | 99.27% |
04.07.2024 | 29.73% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 43'363 CHF | 5'836 CHF | 99.27% | 99.27% |
03.07.2024 | 33.69% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 37'351 CHF | 5'235 CHF | 99.27% | 99.27% |
02.07.2024 | 35.03% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 35'403 CHF | 5'040 CHF | 99.27% | 99.27% |