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 | 63.42% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'844 CHF | 10'422 CHF | 99.33% | 99.33% |
12.07.2024 | 56.30% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'778 CHF | 11'389 CHF | 99.02% | 99.02% |
11.07.2024 | 55.42% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'062 CHF | 11'531 CHF | 99.16% | 99.16% |
10.07.2024 | 54.93% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'224 CHF | 11'612 CHF | 99.04% | 99.04% |
09.07.2024 | 52.03% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'239 CHF | 12'119 CHF | 99.11% | 99.11% |
08.07.2024 | 56.46% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'728 CHF | 11'364 CHF | 99.13% | 99.13% |
05.07.2024 | 53.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'659 CHF | 11'830 CHF | 99.14% | 99.14% |
04.07.2024 | 48.91% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'497 CHF | 12'748 CHF | 99.08% | 99.08% |
03.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 98.65% | 98.65% |
02.07.2024 | 39.95% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'042 CHF | 15'021 CHF | 99.16% | 99.16% |