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 | 69.85% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'359 CHF | 9'679 CHF | 97.63% | 97.63% |
12.07.2024 | 60.95% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'773 CHF | 10'887 CHF | 85.56% | 85.56% |
11.07.2024 | 53.36% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'844 CHF | 11'922 CHF | 98.85% | 98.85% |
10.07.2024 | 52.79% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'979 CHF | 11'989 CHF | 99.55% | 99.55% |
09.07.2024 | 49.91% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'060 CHF | 12'530 CHF | 99.58% | 99.58% |
08.07.2024 | 47.79% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'935 CHF | 12'968 CHF | 99.50% | 99.50% |
05.07.2024 | 44.06% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'740 CHF | 13'870 CHF | 99.52% | 99.52% |
04.07.2024 | 42.29% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'813 CHF | 14'407 CHF | 99.57% | 99.57% |
03.07.2024 | 46.26% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'642 CHF | 13'321 CHF | 99.05% | 99.05% |
02.07.2024 | 45.62% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'950 CHF | 13'475 CHF | 99.59% | 99.59% |