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 | 47.02% | 0.01 CHF | 0.02 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 26'056 CHF | 5'474 CHF | 99.27% | 99.27% |
12.07.2024 | 31.81% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 40'753 CHF | 7'434 CHF | 99.27% | 99.27% |
11.07.2024 | 21.97% | 0.04 CHF | 0.05 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 60'940 CHF | 10'125 CHF | 99.27% | 99.27% |
10.07.2024 | 21.99% | 0.04 CHF | 0.05 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 60'864 CHF | 10'115 CHF | 99.27% | 99.27% |
09.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 60'000 CHF | 10'000 CHF | 99.27% | 99.27% |
08.07.2024 | 18.78% | 0.04 CHF | 0.05 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 72'798 CHF | 11'706 CHF | 99.21% | 99.21% |
05.07.2024 | 16.69% | 0.05 CHF | 0.06 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 83'009 CHF | 13'068 CHF | 99.27% | 99.27% |
04.07.2024 | 18.15% | 0.05 CHF | 0.06 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 75'185 CHF | 12'025 CHF | 99.27% | 99.27% |
03.07.2024 | 17.14% | 0.05 CHF | 0.06 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 80'567 CHF | 12'742 CHF | 99.27% | 99.27% |
02.07.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 75'000 CHF | 12'000 CHF | 99.26% | 99.26% |