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 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.06% | 99.06% |
12.07.2024 | 65.36% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'391 CHF | 5'098 CHF | 98.85% | 98.85% |
11.07.2024 | 64.28% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'117 | 250'000 | 10'637 CHF | 5'179 CHF | 97.56% | 97.56% |
10.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 95.14% | 95.14% |
09.07.2024 | 66.60% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'021 CHF | 5'005 CHF | 98.70% | 98.70% |
08.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 988'183 | 250'000 | 9'882 CHF | 5'000 CHF | 98.58% | 98.58% |
05.07.2024 | 53.11% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'068 CHF | 6'017 CHF | 99.17% | 99.17% |
04.07.2024 | 50.15% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'954 CHF | 6'239 CHF | 99.18% | 99.18% |
03.07.2024 | 52.65% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'205 CHF | 6'051 CHF | 98.43% | 98.43% |
02.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 98.82% | 98.82% |