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 | 64.99% | 0.01 CHF | 0.02 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 15'798 CHF | 3'080 CHF | 99.27% | 99.27% |
12.07.2024 | 64.28% | 0.01 CHF | 0.02 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 15'961 CHF | 3'096 CHF | 99.27% | 99.27% |
11.07.2024 | 69.75% | 0.01 CHF | 0.02 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 14'136 CHF | 2'914 CHF | 99.27% | 99.27% |
10.07.2024 | 93.25% | 0.01 CHF | 0.02 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 8'959 CHF | 2'396 CHF | 99.27% | 99.27% |
09.07.2024 | 83.95% | 0.00 CHF | 0.01 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 11'122 CHF | 2'612 CHF | 99.27% | 99.27% |
08.07.2024 | 58.58% | 0.01 CHF | 0.02 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 19'392 CHF | 3'439 CHF | 99.22% | 99.22% |
05.07.2024 | 57.34% | 0.01 CHF | 0.02 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 18'944 CHF | 3'394 CHF | 99.27% | 99.27% |
04.07.2024 | 68.51% | 0.01 CHF | 0.02 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 14'517 CHF | 2'952 CHF | 99.27% | 99.27% |
03.07.2024 | 78.96% | 0.01 CHF | 0.02 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 11'684 CHF | 2'668 CHF | 99.27% | 99.27% |
02.07.2024 | 73.03% | 0.01 CHF | 0.02 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 13'247 CHF | 2'825 CHF | 99.27% | 99.27% |