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 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'438 | 250'000 | 9'924 CHF | 5'000 CHF | 99.39% | 99.39% |
12.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'475 | 250'000 | 9'925 CHF | 5'000 CHF | 99.05% | 99.05% |
11.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 986'430 | 250'000 | 9'864 CHF | 5'000 CHF | 97.90% | 97.90% |
10.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'726 | 250'000 | 9'937 CHF | 5'000 CHF | 95.48% | 95.48% |
09.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'057 | 250'000 | 9'941 CHF | 5'000 CHF | 99.03% | 99.03% |
08.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'662 | 250'000 | 9'947 CHF | 5'000 CHF | 99.23% | 99.23% |
05.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'056 | 250'000 | 9'931 CHF | 5'000 CHF | 99.39% | 99.39% |
04.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'396 | 250'000 | 9'934 CHF | 5'000 CHF | 99.39% | 99.39% |
03.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'820 | 250'000 | 9'928 CHF | 5'000 CHF | 98.63% | 98.63% |
02.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'502 | 250'000 | 9'925 CHF | 5'000 CHF | 99.07% | 99.07% |