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 | 70.84% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'377 CHF | 9'689 CHF | 99.52% | 99.52% |
12.07.2024 | 62.43% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'104 CHF | 10'552 CHF | 99.50% | 99.50% |
11.07.2024 | 73.27% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'717 CHF | 9'358 CHF | 99.10% | 99.10% |
10.07.2024 | 61.68% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'247 CHF | 10'624 CHF | 99.59% | 99.59% |
09.07.2024 | 62.24% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'108 CHF | 10'554 CHF | 99.59% | 99.59% |
08.07.2024 | 64.07% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'627 CHF | 10'313 CHF | 99.55% | 99.55% |
05.07.2024 | 61.83% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'197 CHF | 10'599 CHF | 99.48% | 99.48% |
04.07.2024 | 55.19% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'125 CHF | 11'563 CHF | 99.58% | 99.58% |
03.07.2024 | 51.86% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'297 CHF | 12'149 CHF | 99.57% | 99.57% |
02.07.2024 | 38.77% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'895 CHF | 15'447 CHF | 99.58% | 99.58% |