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 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 99.39% | 99.39% |
12.07.2024 | 49.89% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'054 CHF | 6'263 CHF | 99.07% | 99.07% |
11.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 985'941 | 250'000 | 14'789 CHF | 6'250 CHF | 97.79% | 97.79% |
10.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'164 | 250'000 | 14'898 CHF | 6'250 CHF | 95.48% | 95.48% |
09.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'454 | 250'000 | 14'902 CHF | 6'250 CHF | 99.05% | 99.05% |
08.07.2024 | 49.58% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'057 | 250'000 | 15'122 CHF | 6'303 CHF | 99.23% | 99.23% |
05.07.2024 | 40.35% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'635 | 250'000 | 19'680 CHF | 7'457 CHF | 99.39% | 99.39% |
04.07.2024 | 39.98% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'836 | 250'000 | 19'871 CHF | 7'504 CHF | 99.39% | 99.39% |
03.07.2024 | 39.52% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'364 CHF | 7'591 CHF | 98.61% | 98.61% |
02.07.2024 | 43.30% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 18'350 CHF | 7'088 CHF | 99.05% | 99.05% |