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 | 47.07% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 16'313 CHF | 26'313 CHF | 100.00% | 100.00% |
12.07.2024 | 51.92% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 14'305 CHF | 24'305 CHF | 99.85% | 99.85% |
11.07.2024 | 55.50% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 13'262 CHF | 23'262 CHF | 71.50% | 71.50% |
10.07.2024 | 85.71% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 8'000 CHF | 20'000 CHF | 99.38% | 99.38% |
09.07.2024 | 85.69% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 996'177 | 996'177 | 8'000 CHF | 19'969 CHF | 100.00% | 100.00% |
08.07.2024 | 62.22% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 998'257 | 998'257 | 11'146 CHF | 21'146 CHF | 99.99% | 99.99% |
05.07.2024 | 59.45% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 11'842 CHF | 21'842 CHF | 99.56% | 99.56% |
04.07.2024 | 66.21% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'116 CHF | 20'116 CHF | 100.00% | 100.00% |
03.07.2024 | 105.25% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 6'257 CHF | 20'000 CHF | 99.77% | 99.77% |
02.07.2024 | 114.48% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'470 CHF | 20'000 CHF | 99.94% | 99.94% |