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 | 49.90% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'049 CHF | 6'262 CHF | 99.39% | 99.39% |
12.07.2024 | 41.37% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'315 CHF | 7'329 CHF | 99.08% | 99.08% |
11.07.2024 | 47.66% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 985'777 | 250'000 | 15'959 CHF | 6'543 CHF | 97.76% | 97.76% |
10.07.2024 | 46.37% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'931 | 250'000 | 16'672 CHF | 6'703 CHF | 95.47% | 95.47% |
09.07.2024 | 42.53% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'146 | 250'000 | 18'597 CHF | 7'184 CHF | 99.04% | 99.04% |
08.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'834 | 250'000 | 19'877 CHF | 7'500 CHF | 99.23% | 99.23% |
05.07.2024 | 39.44% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'403 | 250'000 | 20'271 CHF | 7'606 CHF | 99.39% | 99.39% |
04.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'577 | 250'000 | 19'852 CHF | 7'500 CHF | 99.39% | 99.39% |
03.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 98.63% | 98.63% |
02.07.2024 | 44.31% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 17'846 CHF | 6'962 CHF | 99.06% | 99.06% |