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 | 200'000 | 1'500'000 | 200'000 | 15'000 CHF | 4'000 CHF | 99.27% | 99.27% |
12.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 15'000 CHF | 4'000 CHF | 99.27% | 99.27% |
11.07.2024 | 65.22% | 0.01 CHF | 0.02 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 15'811 CHF | 4'108 CHF | 99.27% | 99.27% |
10.07.2024 | 63.87% | 0.01 CHF | 0.02 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 16'572 CHF | 4'210 CHF | 99.27% | 99.27% |
09.07.2024 | 63.82% | 0.01 CHF | 0.02 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 16'601 CHF | 4'213 CHF | 99.27% | 99.27% |
08.07.2024 | 43.76% | 0.01 CHF | 0.02 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 27'885 CHF | 5'718 CHF | 99.21% | 99.21% |
05.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 30'000 CHF | 6'000 CHF | 99.26% | 99.26% |
04.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 30'000 CHF | 6'000 CHF | 99.27% | 99.27% |
03.07.2024 | 40.65% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 29'632 CHF | 5'951 CHF | 99.27% | 99.27% |
02.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 30'000 CHF | 6'000 CHF | 99.27% | 99.27% |