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 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.04% | 99.04% |
12.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'897 | 250'000 | 9'929 CHF | 5'000 CHF | 98.78% | 98.78% |
11.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 985'567 | 250'000 | 9'856 CHF | 5'000 CHF | 97.81% | 97.81% |
10.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'941 | 250'000 | 9'929 CHF | 5'000 CHF | 95.12% | 95.12% |
09.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'445 | 250'000 | 9'934 CHF | 5'000 CHF | 98.68% | 98.68% |
08.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 986'347 | 250'000 | 9'863 CHF | 5'000 CHF | 98.56% | 98.56% |
05.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'523 | 250'000 | 9'925 CHF | 5'000 CHF | 99.17% | 99.17% |
04.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'323 | 250'000 | 9'933 CHF | 5'000 CHF | 99.17% | 99.17% |
03.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'656 | 250'000 | 9'927 CHF | 5'000 CHF | 98.43% | 98.43% |
02.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'819 | 250'000 | 9'928 CHF | 5'000 CHF | 98.79% | 98.79% |