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 | 85.07% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 7'240 CHF | 4'310 CHF | 99.39% | 99.39% |
12.07.2024 | 84.30% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 7'355 CHF | 4'339 CHF | 99.06% | 99.06% |
11.07.2024 | 97.79% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 985'971 | 250'000 | 5'252 CHF | 3'833 CHF | 97.79% | 97.79% |
10.07.2024 | 79.24% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'167 | 250'000 | 8'046 CHF | 4'529 CHF | 95.47% | 95.47% |
09.07.2024 | 96.15% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'430 | 250'000 | 5'545 CHF | 3'895 CHF | 99.05% | 99.05% |
08.07.2024 | 73.92% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'085 | 250'000 | 8'852 CHF | 4'728 CHF | 99.24% | 99.24% |
05.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'601 | 250'000 | 9'926 CHF | 5'000 CHF | 99.39% | 99.39% |
04.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'839 | 250'000 | 9'928 CHF | 5'000 CHF | 99.39% | 99.39% |
03.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'298 | 250'000 | 9'923 CHF | 5'000 CHF | 98.61% | 98.61% |
02.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.05% | 99.05% |