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 | 38.83% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'111 CHF | 15'556 CHF | 99.52% | 99.52% |
12.07.2024 | 18.34% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'822 CHF | 29'911 CHF | 99.43% | 99.43% |
11.07.2024 | 21.47% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'971 CHF | 25'985 CHF | 99.40% | 99.40% |
10.07.2024 | 24.91% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 602'697 | 500'000 | 21'840 CHF | 22'908 CHF | 99.27% | 99.50% |
09.07.2024 | 69.34% | 0.02 CHF | 0.03 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 4'753 CHF | 9'753 CHF | 97.27% | 97.27% |
08.07.2024 | 71.68% | 0.01 CHF | 0.02 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 4'478 CHF | 9'478 CHF | 99.50% | 99.50% |
05.07.2024 | 64.90% | 0.01 CHF | 0.02 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 5'212 CHF | 10'212 CHF | 99.42% | 99.42% |
04.07.2024 | 58.64% | 0.01 CHF | 0.02 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 6'028 CHF | 11'028 CHF | 99.56% | 99.56% |
03.07.2024 | 61.65% | 0.01 CHF | 0.02 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 5'619 CHF | 10'619 CHF | 99.36% | 99.36% |
02.07.2024 | 80.28% | 0.01 CHF | 0.02 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 3'739 CHF | 8'739 CHF | 98.40% | 98.40% |