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 | 51.86% | 0.01 CHF | 0.02 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 21'491 CHF | 6'082 CHF | 99.27% | 99.27% |
12.07.2024 | 44.24% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 26'436 CHF | 6'906 CHF | 99.27% | 99.27% |
11.07.2024 | 41.98% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 28'308 CHF | 7'218 CHF | 99.27% | 99.27% |
10.07.2024 | 46.12% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 25'065 CHF | 6'677 CHF | 99.27% | 99.27% |
09.07.2024 | 41.18% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 29'038 CHF | 7'340 CHF | 99.27% | 99.27% |
08.07.2024 | 38.93% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 31'054 CHF | 7'676 CHF | 99.21% | 99.21% |
05.07.2024 | 33.18% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 37'932 CHF | 8'822 CHF | 99.27% | 99.27% |
04.07.2024 | 44.49% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 26'346 CHF | 6'891 CHF | 99.27% | 99.27% |
03.07.2024 | 47.50% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 24'151 CHF | 6'525 CHF | 99.27% | 99.27% |
02.07.2024 | 56.44% | 0.01 CHF | 0.02 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 19'136 CHF | 5'689 CHF | 99.27% | 99.27% |