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 | 41.48% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 19'162 CHF | 29'162 CHF | 100.00% | 100.00% |
12.07.2024 | 35.19% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 23'435 CHF | 33'435 CHF | 100.00% | 100.00% |
11.07.2024 | 41.07% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 19'362 CHF | 29'362 CHF | 100.00% | 100.00% |
10.07.2024 | - | 0.02 CHF | 0.03 CHF | 1'000'000 | 125'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
09.07.2024 | 47.15% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 16'238 CHF | 26'238 CHF | 100.00% | 100.00% |
08.07.2024 | 38.67% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 20'966 CHF | 30'966 CHF | 100.00% | 100.00% |
05.07.2024 | 33.06% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 25'288 CHF | 35'288 CHF | 100.00% | 100.00% |
04.07.2024 | 33.75% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 24'635 CHF | 34'635 CHF | 100.00% | 100.00% |
03.07.2024 | 33.94% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 24'492 CHF | 34'492 CHF | 100.00% | 100.00% |
02.07.2024 | 38.42% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 21'055 CHF | 31'055 CHF | 100.00% | 100.00% |