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 | 33.64% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'264 | 250'000 | 24'605 CHF | 8'693 CHF | 99.39% | 99.39% |
12.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 985'534 | 250'000 | 24'638 CHF | 8'750 CHF | 99.07% | 99.07% |
11.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 987'217 | 250'000 | 24'680 CHF | 8'750 CHF | 98.03% | 98.03% |
10.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'531 | 250'000 | 24'863 CHF | 8'750 CHF | 95.49% | 95.49% |
09.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'862 | 250'000 | 24'872 CHF | 8'750 CHF | 99.06% | 99.06% |
08.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'478 | 250'000 | 24'887 CHF | 8'750 CHF | 99.23% | 99.23% |
05.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'860 | 250'000 | 24'847 CHF | 8'750 CHF | 99.38% | 99.38% |
04.07.2024 | 35.23% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'224 | 250'000 | 23'435 CHF | 8'395 CHF | 99.39% | 99.39% |
03.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'720 | 250'000 | 19'874 CHF | 7'500 CHF | 98.61% | 98.61% |
02.07.2024 | 35.85% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'333 | 250'000 | 22'947 CHF | 8'278 CHF | 99.05% | 99.05% |