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 | 83.33% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 7'000 CHF | 17'000 CHF | 0.03% | 99.51% |
12.07.2024 | 83.33% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 7'000 CHF | 17'000 CHF | 0.03% | 99.56% |
11.07.2024 | 71.43% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 9'000 CHF | 19'000 CHF | 0.01% | 98.99% |
10.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 CHF | 20'000 CHF | 0.04% | 99.58% |
09.07.2024 | 55.56% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 13'000 CHF | 23'000 CHF | 0.01% | 99.55% |
08.07.2024 | 55.56% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 13'000 CHF | 23'000 CHF | 0.05% | 99.52% |
05.07.2024 | 54.22% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 13'470 CHF | 23'470 CHF | 99.58% | 99.58% |
04.07.2024 | 50.50% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 14'823 CHF | 24'823 CHF | 99.54% | 99.54% |
03.07.2024 | 44.12% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 17'690 CHF | 27'690 CHF | 99.56% | 99.56% |
02.07.2024 | 44.06% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 17'703 CHF | 27'703 CHF | 99.56% | 99.56% |