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 | 43.93% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 18'035 CHF | 7'009 CHF | 99.39% | 99.39% |
12.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 99.07% | 99.07% |
11.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 985'572 | 250'000 | 19'711 CHF | 7'500 CHF | 97.73% | 97.73% |
10.07.2024 | 40.06% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'796 | 250'000 | 19'828 CHF | 7'493 CHF | 95.49% | 95.49% |
09.07.2024 | 43.14% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'974 | 250'000 | 18'291 CHF | 7'108 CHF | 99.06% | 99.06% |
08.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'608 | 250'000 | 19'872 CHF | 7'500 CHF | 99.22% | 99.22% |
05.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'330 | 250'000 | 19'847 CHF | 7'500 CHF | 99.39% | 99.39% |
04.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'410 | 250'000 | 19'848 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 | 98.64% | 98.64% |
02.07.2024 | 40.76% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'620 CHF | 7'405 CHF | 99.05% | 99.05% |