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 | 22.96% | 0.04 CHF | 0.05 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 58'257 CHF | 14'652 CHF | 99.27% | 99.27% |
12.07.2024 | 23.49% | 0.04 CHF | 0.05 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 57'004 CHF | 14'401 CHF | 99.27% | 99.27% |
11.07.2024 | 24.90% | 0.04 CHF | 0.05 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 53'672 CHF | 13'735 CHF | 99.27% | 99.27% |
10.07.2024 | 22.23% | 0.04 CHF | 0.05 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 59'976 CHF | 14'995 CHF | 99.27% | 99.27% |
09.07.2024 | 27.57% | 0.04 CHF | 0.05 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 47'413 CHF | 12'483 CHF | 99.27% | 99.27% |
08.07.2024 | 28.61% | 0.03 CHF | 0.04 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 44'948 CHF | 11'990 CHF | 99.22% | 99.22% |
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 | 32.94% | 0.03 CHF | 0.04 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 39'265 CHF | 10'853 CHF | 99.27% | 99.27% |
02.07.2024 | 29.53% | 0.02 CHF | 0.03 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 43'849 CHF | 11'770 CHF | 99.27% | 99.27% |