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 | 40.00% | 0.02 CHF | 0.03 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 30'000 CHF | 9'000 CHF | 99.27% | 99.27% |
12.07.2024 | 39.95% | 0.02 CHF | 0.03 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 30'063 CHF | 9'013 CHF | 99.27% | 99.27% |
11.07.2024 | 36.36% | 0.03 CHF | 0.04 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 34'775 CHF | 9'955 CHF | 99.27% | 99.27% |
10.07.2024 | 46.10% | 0.02 CHF | 0.03 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 26'566 CHF | 8'313 CHF | 99.27% | 99.27% |
09.07.2024 | 41.08% | 0.02 CHF | 0.03 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 29'391 CHF | 8'878 CHF | 99.27% | 99.27% |
08.07.2024 | 37.80% | 0.02 CHF | 0.03 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 32'891 CHF | 9'578 CHF | 99.25% | 99.25% |
05.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 45'000 CHF | 12'000 CHF | 99.27% | 99.27% |
04.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 45'000 CHF | 12'000 CHF | 99.27% | 99.27% |
03.07.2024 | 31.56% | 0.03 CHF | 0.04 CHF | 1'500'000 | 300'000 | 1'499'890 | 300'000 | 41'079 CHF | 11'217 CHF | 99.27% | 99.27% |
02.07.2024 | 40.50% | 0.02 CHF | 0.03 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 29'716 CHF | 8'943 CHF | 99.27% | 99.27% |