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 | 28.26% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'646 | 250'000 | 30'243 CHF | 10'108 CHF | 99.38% | 99.38% |
12.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 986'338 | 250'000 | 29'590 CHF | 10'000 CHF | 99.07% | 99.07% |
11.07.2024 | 28.52% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 987'438 | 250'000 | 29'697 CHF | 10'019 CHF | 98.10% | 98.10% |
10.07.2024 | 28.32% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'873 | 250'000 | 30'196 CHF | 10'087 CHF | 95.47% | 95.47% |
09.07.2024 | 27.63% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'202 | 250'000 | 31'173 CHF | 10'329 CHF | 99.05% | 99.05% |
08.07.2024 | 28.49% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'876 | 250'000 | 29'987 CHF | 10'028 CHF | 99.22% | 99.22% |
05.07.2024 | 27.53% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'108 | 250'000 | 31'266 CHF | 10'363 CHF | 99.39% | 99.39% |
04.07.2024 | 28.34% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'575 | 250'000 | 30'159 CHF | 10'081 CHF | 99.39% | 99.39% |
03.07.2024 | 26.32% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'062 | 250'000 | 32'970 CHF | 10'787 CHF | 98.63% | 98.63% |
02.07.2024 | 24.81% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'594 | 250'000 | 35'113 CHF | 11'334 CHF | 99.07% | 99.07% |