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 | 993'435 | 250'000 | 9'934 CHF | 5'000 CHF | 99.39% | 99.39% |
12.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 985'991 | 250'000 | 9'860 CHF | 5'000 CHF | 99.07% | 99.07% |
11.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 987'372 | 250'000 | 9'874 CHF | 5'000 CHF | 98.06% | 98.06% |
10.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'708 | 250'000 | 9'947 CHF | 5'000 CHF | 95.49% | 95.49% |
09.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'131 | 250'000 | 9'951 CHF | 5'000 CHF | 99.04% | 99.04% |
08.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'737 | 250'000 | 9'957 CHF | 5'000 CHF | 99.23% | 99.23% |
05.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'009 | 250'000 | 9'940 CHF | 5'000 CHF | 99.38% | 99.38% |
04.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'390 | 250'000 | 9'944 CHF | 5'000 CHF | 99.39% | 99.39% |
03.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'907 | 250'000 | 9'939 CHF | 5'000 CHF | 98.63% | 98.63% |
02.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'437 | 250'000 | 9'934 CHF | 5'000 CHF | 99.06% | 99.06% |