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 | 993'842 | 250'000 | 9'938 CHF | 5'000 CHF | 99.38% | 99.38% |
12.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 986'851 | 250'000 | 9'869 CHF | 5'000 CHF | 99.06% | 99.06% |
11.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 987'633 | 250'000 | 9'876 CHF | 5'000 CHF | 98.15% | 98.15% |
10.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'085 | 250'000 | 9'951 CHF | 5'000 CHF | 95.48% | 95.48% |
09.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'427 | 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 | 996'095 | 250'000 | 9'961 CHF | 5'000 CHF | 99.23% | 99.23% |
05.07.2024 | 69.76% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'328 | 250'000 | 9'479 CHF | 4'884 CHF | 99.38% | 99.38% |
04.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'780 | 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 | 994'272 | 250'000 | 9'943 CHF | 5'000 CHF | 98.62% | 98.62% |
02.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'788 | 250'000 | 9'938 CHF | 5'000 CHF | 99.06% | 99.06% |