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 | 66.67% | 0.01 CHF | 0.02 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 15'000 CHF | 5'000 CHF | 99.38% | 99.38% |
12.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 15'000 CHF | 5'000 CHF | 99.38% | 99.38% |
11.07.2024 | 44.66% | 0.01 CHF | 0.02 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 29'038 CHF | 7'340 CHF | 99.37% | 99.37% |
10.07.2024 | 10.72% | 0.10 CHF | 0.11 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 133'073 CHF | 24'679 CHF | 99.37% | 99.37% |
09.07.2024 | 11.15% | 0.09 CHF | 0.10 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 127'485 CHF | 23'748 CHF | 99.37% | 99.37% |
08.07.2024 | 12.40% | 0.07 CHF | 0.08 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 113'958 CHF | 21'493 CHF | 99.38% | 99.38% |
05.07.2024 | 13.06% | 0.07 CHF | 0.08 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 107'764 CHF | 20'461 CHF | 99.38% | 99.38% |
04.07.2024 | 13.08% | 0.07 CHF | 0.08 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 107'395 CHF | 20'399 CHF | 98.82% | 98.82% |
03.07.2024 | 13.29% | 0.07 CHF | 0.08 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 105'397 CHF | 20'066 CHF | 99.38% | 99.38% |
02.07.2024 | 13.49% | 0.06 CHF | 0.07 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 103'829 CHF | 19'805 CHF | 99.38% | 99.38% |