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 | 68.04% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'725 CHF | 9'863 CHF | 99.62% | 99.62% |
12.07.2024 | 72.57% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'805 CHF | 9'403 CHF | 99.43% | 99.43% |
11.07.2024 | 55.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'023 CHF | 11'512 CHF | 99.03% | 99.03% |
10.07.2024 | 46.45% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'578 CHF | 13'289 CHF | 99.61% | 99.61% |
09.07.2024 | 42.31% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'721 CHF | 14'360 CHF | 99.54% | 99.54% |
08.07.2024 | 54.27% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'479 CHF | 11'740 CHF | 99.56% | 99.56% |
05.07.2024 | 43.90% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'800 CHF | 13'900 CHF | 99.56% | 99.56% |
04.07.2024 | 42.66% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'502 CHF | 14'251 CHF | 99.58% | 99.58% |
03.07.2024 | 60.23% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'805 CHF | 10'902 CHF | 99.53% | 99.53% |
02.07.2024 | 57.51% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'457 CHF | 11'229 CHF | 99.32% | 99.32% |