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 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 99.07% | 99.07% |
12.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'902 | 250'000 | 14'894 CHF | 6'250 CHF | 98.65% | 98.65% |
11.07.2024 | 50.22% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 985'510 | 250'000 | 14'744 CHF | 6'234 CHF | 97.78% | 97.78% |
10.07.2024 | 64.18% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'938 | 250'000 | 10'676 CHF | 5'187 CHF | 95.10% | 95.10% |
09.07.2024 | 62.55% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'439 | 250'000 | 11'137 CHF | 5'309 CHF | 98.67% | 98.67% |
08.07.2024 | 64.90% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 986'536 | 250'000 | 10'394 CHF | 5'133 CHF | 98.53% | 98.53% |
05.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'524 | 250'000 | 14'888 CHF | 6'250 CHF | 99.17% | 99.17% |
04.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'295 | 250'000 | 14'899 CHF | 6'250 CHF | 99.18% | 99.18% |
03.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'700 | 250'000 | 14'891 CHF | 6'250 CHF | 98.43% | 98.43% |
02.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'677 | 250'000 | 14'890 CHF | 6'250 CHF | 98.80% | 98.80% |