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 | 58.09% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 12'236 CHF | 22'236 CHF | 100.00% | 100.00% |
12.07.2024 | 58.73% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 12'032 CHF | 22'032 CHF | 99.85% | 99.85% |
11.07.2024 | 58.66% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 12'128 CHF | 22'128 CHF | 71.51% | 71.51% |
10.07.2024 | 85.71% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 8'000 CHF | 20'000 CHF | 99.38% | 99.38% |
09.07.2024 | 83.21% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 996'322 | 996'322 | 8'260 CHF | 19'971 CHF | 100.00% | 100.00% |
08.07.2024 | 65.25% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 998'264 | 998'264 | 10'374 CHF | 20'374 CHF | 100.00% | 100.00% |
05.07.2024 | 61.31% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 11'366 CHF | 21'366 CHF | 99.56% | 99.56% |
04.07.2024 | 66.76% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 9'990 CHF | 20'000 CHF | 100.00% | 100.00% |
03.07.2024 | 102.88% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 6'438 CHF | 20'000 CHF | 99.77% | 99.77% |
02.07.2024 | 107.69% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 6'000 CHF | 20'000 CHF | 99.93% | 99.93% |