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 | 83.30% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'236 CHF | 8'618 CHF | 99.59% | 99.59% |
12.07.2024 | 58.57% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'130 CHF | 11'065 CHF | 99.45% | 99.45% |
11.07.2024 | 53.48% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'723 CHF | 11'862 CHF | 99.30% | 99.30% |
10.07.2024 | 43.90% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'794 CHF | 13'897 CHF | 99.37% | 99.37% |
09.07.2024 | 39.89% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'099 CHF | 15'050 CHF | 99.56% | 99.56% |
08.07.2024 | 40.23% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'913 CHF | 14'957 CHF | 99.26% | 99.26% |
05.07.2024 | 37.97% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'780 CHF | 15'890 CHF | 99.50% | 99.50% |
04.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 99.58% | 99.58% |
03.07.2024 | 39.42% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'505 CHF | 15'252 CHF | 99.57% | 99.57% |
02.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 99.58% | 99.58% |