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 | 51.05% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'786 | 250'000 | 14'593 CHF | 6'171 CHF | 99.39% | 99.39% |
12.07.2024 | 50.45% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 986'832 | 250'000 | 14'667 CHF | 6'216 CHF | 99.06% | 99.06% |
11.07.2024 | 65.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 987'604 | 250'000 | 10'176 CHF | 5'075 CHF | 98.15% | 98.15% |
10.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'047 | 250'000 | 9'950 CHF | 5'000 CHF | 95.47% | 95.47% |
09.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'421 | 250'000 | 9'954 CHF | 5'000 CHF | 99.06% | 99.06% |
08.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'089 | 250'000 | 9'961 CHF | 5'000 CHF | 99.23% | 99.23% |
05.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'272 | 250'000 | 9'943 CHF | 5'000 CHF | 99.39% | 99.39% |
04.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'781 | 250'000 | 9'948 CHF | 5'000 CHF | 99.39% | 99.39% |
03.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'239 | 250'000 | 9'942 CHF | 5'000 CHF | 98.63% | 98.63% |
02.07.2024 | 66.61% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'759 | 250'000 | 9'955 CHF | 5'004 CHF | 99.06% | 99.06% |