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 | 45.34% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'519 | 250'000 | 17'210 CHF | 6'840 CHF | 99.39% | 99.39% |
12.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'455 | 250'000 | 14'887 CHF | 6'250 CHF | 99.08% | 99.08% |
11.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 986'494 | 250'000 | 14'799 CHF | 6'250 CHF | 97.91% | 97.91% |
10.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'793 | 250'000 | 14'907 CHF | 6'250 CHF | 95.49% | 95.49% |
09.07.2024 | 49.97% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'040 | 250'000 | 14'924 CHF | 6'253 CHF | 99.06% | 99.06% |
08.07.2024 | 41.52% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'672 | 250'000 | 19'131 CHF | 7'309 CHF | 99.24% | 99.24% |
05.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'064 | 250'000 | 19'861 CHF | 7'500 CHF | 99.39% | 99.39% |
04.07.2024 | 40.06% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'452 | 250'000 | 19'838 CHF | 7'492 CHF | 99.39% | 99.39% |
03.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'780 | 250'000 | 19'856 CHF | 7'500 CHF | 98.65% | 98.65% |
02.07.2024 | 42.47% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'530 | 250'000 | 18'613 CHF | 7'191 CHF | 99.06% | 99.06% |