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 | 20.08% | 0.04 CHF | 0.05 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 67'448 CHF | 13'741 CHF | 99.27% | 99.27% |
12.07.2024 | 19.35% | 0.05 CHF | 0.06 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 70'281 CHF | 14'213 CHF | 99.27% | 99.27% |
11.07.2024 | 21.56% | 0.04 CHF | 0.05 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 63'174 CHF | 13'029 CHF | 99.27% | 99.27% |
10.07.2024 | 30.50% | 0.04 CHF | 0.05 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 42'057 CHF | 9'509 CHF | 99.27% | 99.27% |
09.07.2024 | 42.65% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 27'846 CHF | 7'141 CHF | 99.27% | 99.27% |
08.07.2024 | 54.38% | 0.01 CHF | 0.02 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 20'396 CHF | 5'899 CHF | 99.22% | 99.22% |
05.07.2024 | 46.28% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 25'008 CHF | 6'668 CHF | 99.27% | 99.27% |
04.07.2024 | 52.80% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 21'214 CHF | 6'036 CHF | 99.27% | 99.27% |
03.07.2024 | 58.97% | 0.01 CHF | 0.02 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 18'023 CHF | 5'504 CHF | 99.27% | 99.27% |
02.07.2024 | 55.55% | 0.01 CHF | 0.02 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 19'557 CHF | 5'759 CHF | 99.27% | 99.27% |