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 | 30.54% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'320 | 250'000 | 27'763 CHF | 9'483 CHF | 99.39% | 99.39% |
12.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 985'630 | 250'000 | 29'569 CHF | 10'000 CHF | 99.07% | 99.07% |
11.07.2024 | 28.07% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 987'207 | 250'000 | 30'300 CHF | 10'177 CHF | 98.05% | 98.05% |
10.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'536 | 250'000 | 34'809 CHF | 11'250 CHF | 95.49% | 95.49% |
09.07.2024 | 24.93% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'951 | 250'000 | 34'942 CHF | 11'280 CHF | 99.05% | 99.05% |
08.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'536 | 250'000 | 34'844 CHF | 11'250 CHF | 99.23% | 99.23% |
05.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'813 | 250'000 | 34'784 CHF | 11'250 CHF | 99.39% | 99.39% |
04.07.2024 | 24.81% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'255 | 250'000 | 35'142 CHF | 11'336 CHF | 99.39% | 99.39% |
03.07.2024 | 23.60% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'682 | 250'000 | 37'295 CHF | 11'879 CHF | 98.62% | 98.62% |
02.07.2024 | 20.34% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'335 | 250'000 | 43'938 CHF | 13'560 CHF | 99.05% | 99.05% |