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 | 35.13% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 35'282 CHF | 5'028 CHF | 99.27% | 99.27% |
12.07.2024 | 34.25% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 36'575 CHF | 5'157 CHF | 99.27% | 99.27% |
11.07.2024 | 39.31% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 30'838 CHF | 4'584 CHF | 99.27% | 99.27% |
10.07.2024 | 47.05% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 24'602 CHF | 3'960 CHF | 99.27% | 99.27% |
09.07.2024 | 44.06% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 26'607 CHF | 4'161 CHF | 99.27% | 99.27% |
08.07.2024 | 42.79% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 27'611 CHF | 4'261 CHF | 99.25% | 99.25% |
05.07.2024 | 42.69% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 27'765 CHF | 4'277 CHF | 99.27% | 99.27% |
04.07.2024 | 41.16% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 29'016 CHF | 4'402 CHF | 99.27% | 99.27% |
03.07.2024 | 49.71% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 22'732 CHF | 3'773 CHF | 99.27% | 99.27% |
02.07.2024 | 55.58% | 0.01 CHF | 0.02 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 19'612 CHF | 3'461 CHF | 99.27% | 99.27% |