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 | 50.97% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'776 | 250'000 | 14'616 CHF | 6'177 CHF | 99.39% | 99.39% |
12.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 986'641 | 250'000 | 14'800 CHF | 6'250 CHF | 99.07% | 99.07% |
11.07.2024 | 61.48% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 987'552 | 250'000 | 11'433 CHF | 5'389 CHF | 98.14% | 98.14% |
10.07.2024 | 61.34% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'974 | 250'000 | 11'521 CHF | 5'399 CHF | 95.48% | 95.48% |
09.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'385 | 250'000 | 9'954 CHF | 5'000 CHF | 99.05% | 99.05% |
08.07.2024 | 65.81% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'056 | 250'000 | 10'219 CHF | 5'065 CHF | 99.22% | 99.22% |
05.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 989'802 | 250'000 | 9'898 CHF | 5'000 CHF | 92.94% | 92.94% |
04.07.2024 | 71.79% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'710 | 250'000 | 9'178 CHF | 4'808 CHF | 99.23% | 99.23% |
03.07.2024 | 62.48% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'174 | 250'000 | 11'172 CHF | 5'314 CHF | 98.64% | 98.64% |
02.07.2024 | 65.79% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'720 | 250'000 | 10'199 CHF | 5'066 CHF | 99.07% | 99.07% |