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 | 28.69% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'303 | 250'000 | 29'677 CHF | 9'970 CHF | 99.39% | 99.39% |
12.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 985'588 | 250'000 | 29'568 CHF | 10'000 CHF | 99.07% | 99.07% |
11.07.2024 | 25.35% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 987'192 | 250'000 | 34'065 CHF | 11'128 CHF | 98.05% | 98.05% |
10.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'520 | 250'000 | 34'817 CHF | 11'252 CHF | 95.48% | 95.48% |
09.07.2024 | 25.75% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'926 | 250'000 | 33'770 CHF | 10'987 CHF | 99.06% | 99.06% |
08.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'517 | 250'000 | 34'843 CHF | 11'250 CHF | 99.24% | 99.24% |
05.07.2024 | 24.93% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'857 | 250'000 | 34'917 CHF | 11'283 CHF | 99.39% | 99.39% |
04.07.2024 | 24.80% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'263 | 250'000 | 35'165 CHF | 11'342 CHF | 99.39% | 99.39% |
03.07.2024 | 23.71% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'682 | 250'000 | 37'066 CHF | 11'830 CHF | 98.64% | 98.64% |
02.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'319 | 250'000 | 34'766 CHF | 11'250 CHF | 99.05% | 99.05% |