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 | 133.33% | 0.00 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 4'000 CHF | 20'000 CHF | 100.00% | 100.00% |
12.07.2024 | 133.33% | 0.00 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 4'000 CHF | 20'000 CHF | 99.85% | 99.85% |
11.07.2024 | 119.71% | 0.00 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'063 CHF | 20'000 CHF | 71.51% | 71.51% |
10.07.2024 | 88.12% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 7'781 CHF | 20'000 CHF | 99.38% | 99.38% |
09.07.2024 | 85.97% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 996'198 | 996'198 | 7'970 CHF | 19'970 CHF | 100.00% | 100.00% |
08.07.2024 | 84.80% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 998'279 | 998'279 | 8'094 CHF | 19'986 CHF | 100.00% | 100.00% |
05.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 CHF | 20'000 CHF | 99.56% | 99.56% |
04.07.2024 | 58.85% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 11'994 CHF | 21'994 CHF | 100.00% | 100.00% |
03.07.2024 | 43.47% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 18'386 CHF | 28'386 CHF | 99.77% | 99.77% |
02.07.2024 | 30.97% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 27'378 CHF | 37'378 CHF | 99.94% | 99.94% |