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 | 80.00% | 0.03 CHF | 0.07 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'000 CHF | 17'500 CHF | 99.38% | 99.38% |
12.07.2024 | 77.42% | 0.03 CHF | 0.07 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'773 CHF | 17'943 CHF | 99.06% | 99.06% |
11.07.2024 | 78.52% | 0.04 CHF | 0.08 CHF | 1'000'000 | 250'000 | 985'824 | 250'000 | 30'583 CHF | 17'755 CHF | 97.77% | 97.77% |
10.07.2024 | 78.42% | 0.03 CHF | 0.07 CHF | 1'000'000 | 250'000 | 992'967 | 250'000 | 30'874 CHF | 17'771 CHF | 95.49% | 95.49% |
09.07.2024 | 70.63% | 0.03 CHF | 0.07 CHF | 1'000'000 | 250'000 | 993'264 | 250'000 | 36'639 CHF | 19'227 CHF | 99.03% | 99.03% |
08.07.2024 | 64.59% | 0.04 CHF | 0.08 CHF | 1'000'000 | 250'000 | 993'873 | 250'000 | 41'781 CHF | 20'507 CHF | 99.22% | 99.22% |
05.07.2024 | 67.56% | 0.04 CHF | 0.08 CHF | 1'000'000 | 250'000 | 992'282 | 250'000 | 38'985 CHF | 19'824 CHF | 96.23% | 96.23% |
04.07.2024 | 95.94% | 0.02 CHF | 0.06 CHF | 1'000'000 | 250'000 | 992'648 | 250'000 | 21'681 CHF | 15'457 CHF | 99.39% | 99.39% |
03.07.2024 | 88.89% | 0.03 CHF | 0.07 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'000 CHF | 16'250 CHF | 98.61% | 98.61% |
02.07.2024 | 100.00% | 0.02 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 15'000 CHF | 99.06% | 99.06% |