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 | 65.54% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'413 CHF | 10'207 CHF | 94.35% | 94.35% |
12.07.2024 | 64.38% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'789 CHF | 10'395 CHF | 84.69% | 84.69% |
11.07.2024 | 55.33% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'146 CHF | 11'573 CHF | 98.91% | 98.91% |
10.07.2024 | 45.69% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'929 CHF | 13'464 CHF | 97.65% | 97.65% |
09.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 98.45% | 98.45% |
08.07.2024 | 39.89% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'097 CHF | 15'048 CHF | 98.83% | 98.83% |
05.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 90.69% | 90.69% |
04.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'002 CHF | 15'001 CHF | 98.13% | 98.13% |
03.07.2024 | 42.36% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'906 CHF | 14'453 CHF | 99.22% | 99.22% |
02.07.2024 | 57.85% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'306 CHF | 11'153 CHF | 96.41% | 96.41% |