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 | 87.37% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'744 | 250'000 | 6'851 CHF | 4'224 CHF | 99.39% | 99.39% |
12.07.2024 | 66.71% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'679 | 250'000 | 9'920 CHF | 4'998 CHF | 99.07% | 99.07% |
11.07.2024 | 73.86% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 986'729 | 250'000 | 8'812 CHF | 4'730 CHF | 97.95% | 97.95% |
10.07.2024 | 81.90% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'014 | 250'000 | 7'656 CHF | 4'429 CHF | 95.48% | 95.48% |
09.07.2024 | 82.54% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'299 | 250'000 | 7'591 CHF | 4'405 CHF | 99.03% | 99.03% |
08.07.2024 | 70.12% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'003 | 250'000 | 9'433 CHF | 4'871 CHF | 99.24% | 99.24% |
05.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'309 | 250'000 | 9'933 CHF | 5'000 CHF | 99.39% | 99.39% |
04.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'680 | 250'000 | 9'937 CHF | 5'000 CHF | 99.39% | 99.39% |
03.07.2024 | 69.77% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'059 | 250'000 | 9'466 CHF | 4'884 CHF | 98.62% | 98.62% |
02.07.2024 | 80.32% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'753 | 250'000 | 7'879 CHF | 4'488 CHF | 99.06% | 99.06% |