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 | 35.18% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 36'321 CHF | 5'132 CHF | 99.27% | 99.27% |
12.07.2024 | 43.97% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 27'769 CHF | 4'277 CHF | 99.27% | 99.27% |
11.07.2024 | 57.80% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 19'989 CHF | 3'499 CHF | 99.27% | 99.27% |
10.07.2024 | 47.45% | 0.01 CHF | 0.02 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 25'812 CHF | 4'081 CHF | 99.27% | 99.27% |
09.07.2024 | 42.29% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 28'714 CHF | 4'371 CHF | 99.27% | 99.27% |
08.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 30'000 CHF | 4'500 CHF | 99.21% | 99.21% |
05.07.2024 | 40.75% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 29'576 CHF | 4'458 CHF | 99.27% | 99.27% |
04.07.2024 | 54.33% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 21'939 CHF | 3'694 CHF | 99.27% | 99.27% |
03.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 15'000 CHF | 3'000 CHF | 99.27% | 99.27% |
02.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 15'000 CHF | 3'000 CHF | 99.27% | 99.27% |