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 | 84.64% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'848 CHF | 8'424 CHF | 99.60% | 99.60% |
12.07.2024 | 85.22% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'813 CHF | 8'407 CHF | 99.60% | 99.60% |
11.07.2024 | 96.94% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'590 CHF | 7'795 CHF | 92.73% | 92.73% |
10.07.2024 | 87.77% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'430 CHF | 8'215 CHF | 98.52% | 98.52% |
09.07.2024 | 82.18% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'183 CHF | 8'592 CHF | 99.03% | 99.03% |
08.07.2024 | 90.30% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'159 CHF | 8'080 CHF | 99.58% | 99.58% |
05.07.2024 | 52.58% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'284 CHF | 12'642 CHF | 89.73% | 89.73% |
04.07.2024 | 53.63% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'888 CHF | 12'444 CHF | 99.20% | 99.20% |
03.07.2024 | 42.50% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'061 CHF | 14'530 CHF | 97.73% | 97.73% |
02.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 95.41% | 95.41% |