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 | 53.30% | 0.01 CHF | 0.02 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 22'521 CHF | 5'003 CHF | 99.27% | 99.27% |
12.07.2024 | 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% |
11.07.2024 | 29.14% | 0.03 CHF | 0.04 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 44'254 CHF | 7'901 CHF | 99.27% | 99.27% |
10.07.2024 | 28.26% | 0.03 CHF | 0.04 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 45'745 CHF | 8'099 CHF | 99.27% | 99.27% |
09.07.2024 | 29.19% | 0.03 CHF | 0.04 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 44'192 CHF | 7'892 CHF | 99.27% | 99.27% |
08.07.2024 | 25.52% | 0.03 CHF | 0.04 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 52'202 CHF | 8'960 CHF | 99.21% | 99.21% |
05.07.2024 | 22.32% | 0.03 CHF | 0.04 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 59'768 CHF | 9'969 CHF | 99.27% | 99.27% |
04.07.2024 | 22.93% | 0.04 CHF | 0.05 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 58'318 CHF | 9'776 CHF | 99.27% | 99.27% |
03.07.2024 | 23.21% | 0.03 CHF | 0.04 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 57'671 CHF | 9'690 CHF | 99.27% | 99.27% |
02.07.2024 | 22.93% | 0.03 CHF | 0.04 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 58'318 CHF | 9'776 CHF | 99.26% | 99.26% |