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 | 40.47% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'824 CHF | 14'912 CHF | 99.65% | 99.65% |
12.07.2024 | 28.44% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'208 CHF | 20'104 CHF | 99.66% | 99.66% |
11.07.2024 | 28.43% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'221 CHF | 20'111 CHF | 99.44% | 99.44% |
10.07.2024 | 32.83% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 25'609 CHF | 17'805 CHF | 99.50% | 99.50% |
09.07.2024 | 81.15% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'371 CHF | 8'686 CHF | 97.27% | 97.27% |
08.07.2024 | 78.83% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'703 CHF | 8'852 CHF | 99.46% | 99.46% |
05.07.2024 | 81.39% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'323 CHF | 8'661 CHF | 99.48% | 99.48% |
04.07.2024 | 75.80% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'204 CHF | 9'102 CHF | 99.58% | 99.58% |
03.07.2024 | 71.12% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'066 CHF | 9'533 CHF | 99.39% | 99.39% |
02.07.2024 | 85.80% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'676 CHF | 8'338 CHF | 98.41% | 98.41% |