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 | 50.03% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'606 | 250'000 | 14'894 CHF | 6'247 CHF | 99.39% | 99.39% |
12.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 986'263 | 250'000 | 14'794 CHF | 6'250 CHF | 99.07% | 99.07% |
11.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 987'445 | 250'000 | 14'812 CHF | 6'250 CHF | 98.09% | 98.09% |
10.07.2024 | 51.62% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'856 | 250'000 | 14'437 CHF | 6'129 CHF | 95.49% | 95.49% |
09.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'185 | 250'000 | 9'952 CHF | 5'000 CHF | 99.04% | 99.04% |
08.07.2024 | 62.74% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'835 | 250'000 | 11'138 CHF | 5'295 CHF | 99.22% | 99.22% |
05.07.2024 | 50.30% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'043 | 250'000 | 14'820 CHF | 6'227 CHF | 99.39% | 99.39% |
04.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'505 | 250'000 | 14'918 CHF | 6'250 CHF | 99.39% | 99.39% |
03.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'964 | 250'000 | 14'910 CHF | 6'250 CHF | 98.64% | 98.64% |
02.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'552 | 250'000 | 14'903 CHF | 6'250 CHF | 99.06% | 99.06% |