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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 37.31% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'136 | 250'000 | 21'904 CHF | 8'005 CHF | 99.38% | 99.38% |
24.07.2024 | 41.28% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'557 | 250'000 | 19'252 CHF | 7'340 CHF | 99.39% | 99.39% |
23.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'694 | 250'000 | 19'854 CHF | 7'500 CHF | 99.39% | 99.39% |
22.07.2024 | 39.59% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'305 CHF | 7'576 CHF | 99.39% | 99.39% |
19.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 976'345 | 250'000 | 14'645 CHF | 6'250 CHF | 99.06% | 99.06% |
18.07.2024 | 40.01% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'729 | 250'000 | 19'872 CHF | 7'499 CHF | 97.18% | 97.18% |
17.07.2024 | 50.13% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 988'188 | 250'000 | 14'791 CHF | 6'242 CHF | 98.82% | 98.82% |
16.07.2024 | 50.65% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'890 | 250'000 | 14'712 CHF | 6'201 CHF | 99.39% | 99.39% |
15.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'791 | 250'000 | 14'907 CHF | 6'250 CHF | 99.39% | 99.39% |
12.07.2024 | 48.01% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 986'813 | 250'000 | 15'760 CHF | 6'498 CHF | 99.06% | 99.06% |