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 | 46.55% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'521 CHF | 13'260 CHF | 99.57% | 99.57% |
12.07.2024 | 45.42% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'027 CHF | 13'513 CHF | 96.40% | 96.40% |
11.07.2024 | 48.80% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'741 CHF | 12'871 CHF | 91.14% | 91.14% |
10.07.2024 | 65.13% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'398 CHF | 10'199 CHF | 99.60% | 99.60% |
09.07.2024 | 64.25% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'619 CHF | 10'310 CHF | 96.48% | 96.48% |
08.07.2024 | 64.31% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'566 CHF | 10'283 CHF | 99.56% | 99.56% |
05.07.2024 | 63.33% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'808 CHF | 10'404 CHF | 98.04% | 98.04% |
04.07.2024 | 58.96% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'983 CHF | 10'991 CHF | 99.57% | 99.57% |
03.07.2024 | 70.74% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'145 CHF | 9'573 CHF | 99.52% | 99.52% |
02.07.2024 | 59.74% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'823 CHF | 10'912 CHF | 97.49% | 97.49% |