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 | 40.12% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'941 CHF | 7'485 CHF | 99.39% | 99.39% |
12.07.2024 | 43.17% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 18'415 CHF | 7'104 CHF | 99.06% | 99.06% |
11.07.2024 | 42.45% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'771 | 250'000 | 18'653 CHF | 7'194 CHF | 98.71% | 98.71% |
10.07.2024 | 45.67% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'149 | 250'000 | 17'030 CHF | 6'792 CHF | 95.44% | 95.44% |
09.07.2024 | 45.43% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'351 | 250'000 | 17'152 CHF | 6'821 CHF | 99.06% | 99.06% |
08.07.2024 | 42.02% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'040 | 250'000 | 18'873 CHF | 7'248 CHF | 99.23% | 99.23% |
05.07.2024 | 41.59% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'584 | 250'000 | 19'058 CHF | 7'302 CHF | 99.39% | 99.39% |
04.07.2024 | 43.52% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'798 | 250'000 | 18'094 CHF | 7'060 CHF | 99.39% | 99.39% |
03.07.2024 | 42.27% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 18'865 CHF | 7'216 CHF | 98.62% | 98.62% |
02.07.2024 | 47.59% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 16'205 CHF | 6'551 CHF | 99.06% | 99.06% |