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 | 60.34% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 11'619 CHF | 21'619 CHF | 100.00% | 100.00% |
12.07.2024 | 53.66% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 13'704 CHF | 23'704 CHF | 99.85% | 99.85% |
11.07.2024 | 44.34% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 17'871 CHF | 27'871 CHF | 71.51% | 71.51% |
10.07.2024 | 34.85% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 23'715 CHF | 33'715 CHF | 99.38% | 99.38% |
09.07.2024 | 33.90% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 996'187 | 996'187 | 24'591 CHF | 34'591 CHF | 100.00% | 100.00% |
08.07.2024 | 33.70% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 998'257 | 998'257 | 24'752 CHF | 34'752 CHF | 99.99% | 99.99% |
05.07.2024 | 28.86% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 29'663 CHF | 39'663 CHF | 99.56% | 99.56% |
04.07.2024 | 25.15% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 34'781 CHF | 44'781 CHF | 100.00% | 100.00% |
03.07.2024 | 20.02% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 45'320 CHF | 55'320 CHF | 99.77% | 99.77% |
02.07.2024 | 15.35% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 60'238 CHF | 70'238 CHF | 99.94% | 99.94% |