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 | 993'749 | 250'000 | 9'937 CHF | 5'000 CHF | 99.39% | 99.39% |
12.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 986'735 | 250'000 | 9'867 CHF | 5'000 CHF | 99.06% | 99.06% |
11.07.2024 | 78.77% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 987'548 | 250'000 | 8'120 CHF | 4'546 CHF | 98.14% | 98.14% |
10.07.2024 | 85.62% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'969 | 250'000 | 7'625 CHF | 4'513 CHF | 95.48% | 95.48% |
09.07.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'381 | 250'000 | 4'977 CHF | 3'750 CHF | 99.06% | 99.06% |
08.07.2024 | 101.69% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'026 | 250'000 | 4'873 CHF | 3'750 CHF | 99.23% | 99.23% |
05.07.2024 | 122.47% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'212 | 250'000 | 3'575 CHF | 3'574 CHF | 99.39% | 99.39% |
04.07.2024 | 122.40% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'711 | 250'000 | 3'564 CHF | 3'571 CHF | 99.39% | 99.39% |
03.07.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'167 | 250'000 | 4'971 CHF | 3'750 CHF | 98.64% | 98.64% |
02.07.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'744 | 250'000 | 4'969 CHF | 3'750 CHF | 99.06% | 99.06% |