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 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.39% | 99.39% |
12.07.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.06% | 99.06% |
11.07.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 985'945 | 250'000 | 4'930 CHF | 3'750 CHF | 97.79% | 97.79% |
10.07.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'165 | 250'000 | 4'966 CHF | 3'750 CHF | 95.45% | 95.45% |
09.07.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'454 | 250'000 | 4'967 CHF | 3'750 CHF | 99.04% | 99.04% |
08.07.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'111 | 250'000 | 4'971 CHF | 3'750 CHF | 99.23% | 99.23% |
05.07.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'626 | 250'000 | 4'963 CHF | 3'750 CHF | 99.39% | 99.39% |
04.07.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'812 | 250'000 | 4'964 CHF | 3'750 CHF | 99.39% | 99.39% |
03.07.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 98.61% | 98.61% |
02.07.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.04% | 99.04% |