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 | 993'574 | 250'000 | 9'936 CHF | 5'000 CHF | 99.39% | 99.39% |
12.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 986'241 | 250'000 | 9'862 CHF | 5'000 CHF | 99.07% | 99.07% |
11.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 987'415 | 250'000 | 9'874 CHF | 5'000 CHF | 98.10% | 98.10% |
10.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'825 | 250'000 | 9'948 CHF | 5'000 CHF | 95.49% | 95.49% |
09.07.2024 | 66.82% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'182 | 250'000 | 9'930 CHF | 4'994 CHF | 99.05% | 99.05% |
08.07.2024 | 67.18% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'833 | 250'000 | 9'882 CHF | 4'981 CHF | 99.23% | 99.23% |
05.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'040 | 250'000 | 9'940 CHF | 5'000 CHF | 99.39% | 99.39% |
04.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'502 | 250'000 | 9'945 CHF | 5'000 CHF | 99.39% | 99.39% |
03.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'987 | 250'000 | 9'940 CHF | 5'000 CHF | 98.64% | 98.64% |
02.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'576 | 250'000 | 9'936 CHF | 5'000 CHF | 99.06% | 99.06% |