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 | 120.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'475 | 250'000 | 4'962 CHF | 5'000 CHF | 99.39% | 99.39% |
12.07.2024 | 121.26% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'434 | 250'000 | 4'867 CHF | 5'000 CHF | 99.06% | 99.06% |
11.07.2024 | 124.93% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'317 | 250'000 | 4'605 CHF | 4'972 CHF | 98.53% | 98.53% |
10.07.2024 | 119.70% | 0.01 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'713 | 250'000 | 5'012 CHF | 5'011 CHF | 95.51% | 95.51% |
09.07.2024 | 119.94% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'987 | 250'000 | 4'979 CHF | 5'002 CHF | 99.04% | 99.04% |
08.07.2024 | 116.73% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'673 | 250'000 | 5'450 CHF | 5'119 CHF | 99.24% | 99.24% |
05.07.2024 | 120.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'053 | 250'000 | 4'965 CHF | 5'000 CHF | 99.39% | 99.39% |
04.07.2024 | 133.21% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'406 | 250'000 | 3'986 CHF | 4'935 CHF | 99.39% | 99.39% |
03.07.2024 | 175.00% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'723 | 250'000 | 993 CHF | 3'750 CHF | 98.62% | 98.62% |
02.07.2024 | 175.00% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'509 | 250'000 | 993 CHF | 3'750 CHF | 99.05% | 99.05% |