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 | 39.78% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'193 CHF | 15'097 CHF | 96.51% | 96.51% |
12.07.2024 | 30.83% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'027 CHF | 19'013 CHF | 92.04% | 92.04% |
11.07.2024 | 39.97% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'024 CHF | 15'012 CHF | 98.49% | 98.49% |
10.07.2024 | 44.73% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'368 CHF | 13'684 CHF | 98.43% | 98.43% |
09.07.2024 | 46.61% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'501 CHF | 13'251 CHF | 97.91% | 97.91% |
08.07.2024 | 42.87% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'338 CHF | 14'169 CHF | 98.11% | 98.11% |
05.07.2024 | 41.70% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'994 CHF | 14'497 CHF | 98.99% | 98.99% |
04.07.2024 | 41.42% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'150 CHF | 14'575 CHF | 99.56% | 99.56% |
03.07.2024 | 46.22% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'664 CHF | 13'332 CHF | 97.63% | 97.63% |
02.07.2024 | 46.59% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'478 CHF | 13'239 CHF | 99.58% | 99.58% |