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 | 31.83% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'363 | 250'000 | 26'390 CHF | 9'145 CHF | 99.39% | 99.39% |
12.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'402 | 250'000 | 34'734 CHF | 11'250 CHF | 99.06% | 99.06% |
11.07.2024 | 27.36% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 986'355 | 250'000 | 31'254 CHF | 10'426 CHF | 97.89% | 97.89% |
10.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'662 | 250'000 | 29'810 CHF | 10'000 CHF | 95.47% | 95.47% |
09.07.2024 | 29.27% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'926 | 250'000 | 29'082 CHF | 9'816 CHF | 99.06% | 99.06% |
08.07.2024 | 28.16% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'591 | 250'000 | 30'414 CHF | 10'144 CHF | 99.24% | 99.24% |
05.07.2024 | 25.19% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'962 | 250'000 | 34'489 CHF | 11'184 CHF | 99.39% | 99.39% |
04.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'329 | 250'000 | 29'800 CHF | 10'000 CHF | 99.39% | 99.39% |
03.07.2024 | 32.03% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'671 | 250'000 | 26'186 CHF | 9'092 CHF | 98.64% | 98.64% |
02.07.2024 | 28.93% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'462 | 250'000 | 29'396 CHF | 9'906 CHF | 99.06% | 99.06% |