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 | 40.10% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'774 | 250'000 | 19'804 CHF | 7'487 CHF | 99.39% | 99.39% |
12.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'734 | 250'000 | 19'855 CHF | 7'500 CHF | 99.06% | 99.06% |
11.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 986'784 | 250'000 | 19'736 CHF | 7'500 CHF | 97.94% | 97.94% |
10.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'017 | 250'000 | 19'880 CHF | 7'500 CHF | 95.49% | 95.49% |
09.07.2024 | 39.65% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'303 | 250'000 | 20'150 CHF | 7'566 CHF | 99.05% | 99.05% |
08.07.2024 | 37.36% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'987 | 250'000 | 21'876 CHF | 7'994 CHF | 99.24% | 99.24% |
05.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'312 | 250'000 | 24'833 CHF | 8'750 CHF | 99.39% | 99.39% |
04.07.2024 | 35.78% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'739 | 250'000 | 23'032 CHF | 8'292 CHF | 99.39% | 99.39% |
03.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'114 | 250'000 | 24'828 CHF | 8'750 CHF | 98.61% | 98.61% |
02.07.2024 | 37.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'756 | 250'000 | 21'680 CHF | 7'956 CHF | 99.06% | 99.06% |