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 | 56.24% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'828 CHF | 11'414 CHF | 99.56% | 99.56% |
12.07.2024 | 44.47% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'515 CHF | 13'758 CHF | 99.44% | 99.44% |
11.07.2024 | 54.07% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'514 CHF | 11'757 CHF | 99.13% | 99.13% |
10.07.2024 | 64.88% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'453 CHF | 10'226 CHF | 99.56% | 99.56% |
09.07.2024 | 64.57% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'519 CHF | 10'259 CHF | 99.59% | 99.59% |
08.07.2024 | 53.37% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'830 CHF | 11'915 CHF | 99.58% | 99.58% |
05.07.2024 | 44.25% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'657 CHF | 13'828 CHF | 99.33% | 99.33% |
04.07.2024 | 42.96% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'291 CHF | 14'146 CHF | 99.54% | 99.54% |
03.07.2024 | 43.58% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'006 CHF | 14'003 CHF | 99.48% | 99.48% |
02.07.2024 | 52.23% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'178 CHF | 12'089 CHF | 99.60% | 99.60% |