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 | 50.55% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 24'065 CHF | 5'209 CHF | 99.27% | 99.27% |
12.07.2024 | 40.36% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 29'795 CHF | 5'973 CHF | 99.27% | 99.27% |
11.07.2024 | 40.11% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 30'017 CHF | 6'002 CHF | 99.27% | 99.27% |
10.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 30'000 CHF | 6'000 CHF | 99.27% | 99.27% |
09.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 30'000 CHF | 6'000 CHF | 99.27% | 99.27% |
08.07.2024 | 40.88% | 0.01 CHF | 0.02 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 29'503 CHF | 5'934 CHF | 99.21% | 99.21% |
05.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 30'000 CHF | 6'000 CHF | 99.27% | 99.27% |
04.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 30'000 CHF | 6'000 CHF | 99.27% | 99.27% |
03.07.2024 | 39.71% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 30'383 CHF | 6'051 CHF | 99.27% | 99.27% |
02.07.2024 | 34.80% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 36'829 CHF | 6'911 CHF | 99.27% | 99.27% |