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 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'266 | 250'000 | 24'832 CHF | 8'750 CHF | 99.39% | 99.39% |
12.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 985'484 | 250'000 | 24'637 CHF | 8'750 CHF | 99.07% | 99.07% |
11.07.2024 | 32.74% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 987'181 | 250'000 | 25'307 CHF | 8'907 CHF | 98.05% | 98.05% |
10.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'586 | 250'000 | 24'865 CHF | 8'750 CHF | 95.46% | 95.46% |
09.07.2024 | 30.89% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'863 | 250'000 | 27'411 CHF | 9'391 CHF | 99.05% | 99.05% |
08.07.2024 | 29.24% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'480 | 250'000 | 29'159 CHF | 9'824 CHF | 99.23% | 99.23% |
05.07.2024 | 32.59% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'862 | 250'000 | 25'624 CHF | 8'944 CHF | 99.38% | 99.38% |
04.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'226 | 250'000 | 24'856 CHF | 8'750 CHF | 99.39% | 99.39% |
03.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'667 | 250'000 | 24'842 CHF | 8'750 CHF | 98.62% | 98.62% |
02.07.2024 | 33.47% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'283 | 250'000 | 24'733 CHF | 8'725 CHF | 99.07% | 99.07% |