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 | 79.51% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'362 | 250'000 | 8'036 CHF | 4'519 CHF | 99.39% | 99.39% |
12.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'388 | 250'000 | 9'924 CHF | 5'000 CHF | 99.06% | 99.06% |
11.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 986'355 | 250'000 | 9'864 CHF | 5'000 CHF | 97.89% | 97.89% |
10.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'689 | 250'000 | 9'937 CHF | 5'000 CHF | 95.47% | 95.47% |
09.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'924 | 250'000 | 9'939 CHF | 5'000 CHF | 99.05% | 99.05% |
08.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'615 | 250'000 | 9'946 CHF | 5'000 CHF | 99.24% | 99.24% |
05.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'988 | 250'000 | 9'930 CHF | 5'000 CHF | 99.39% | 99.39% |
04.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'328 | 250'000 | 9'933 CHF | 5'000 CHF | 99.39% | 99.39% |
03.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'670 | 250'000 | 9'927 CHF | 5'000 CHF | 98.64% | 98.64% |
02.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'461 | 250'000 | 9'925 CHF | 5'000 CHF | 99.05% | 99.05% |