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 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'269 | 250'000 | 19'865 CHF | 7'500 CHF | 99.39% | 99.39% |
12.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 985'625 | 250'000 | 19'713 CHF | 7'500 CHF | 99.06% | 99.06% |
11.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 987'184 | 250'000 | 19'744 CHF | 7'500 CHF | 98.04% | 98.04% |
10.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'589 | 250'000 | 19'892 CHF | 7'500 CHF | 95.48% | 95.48% |
09.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'866 | 250'000 | 19'897 CHF | 7'500 CHF | 99.05% | 99.05% |
08.07.2024 | 39.62% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'483 | 250'000 | 20'198 CHF | 7'572 CHF | 99.23% | 99.23% |
05.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'785 | 250'000 | 19'876 CHF | 7'500 CHF | 99.39% | 99.39% |
04.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'228 | 250'000 | 19'885 CHF | 7'500 CHF | 99.39% | 99.39% |
03.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'646 | 250'000 | 19'873 CHF | 7'500 CHF | 98.64% | 98.64% |
02.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'259 | 250'000 | 19'865 CHF | 7'500 CHF | 99.06% | 99.06% |