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 | 34.43% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'626 | 250'000 | 24'022 CHF | 8'545 CHF | 99.38% | 99.38% |
12.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 986'260 | 250'000 | 24'657 CHF | 8'750 CHF | 99.07% | 99.07% |
11.07.2024 | 32.32% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 987'414 | 250'000 | 25'711 CHF | 9'016 CHF | 98.09% | 98.09% |
10.07.2024 | 33.59% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'798 | 250'000 | 24'834 CHF | 8'741 CHF | 95.50% | 95.50% |
09.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'183 | 250'000 | 19'904 CHF | 7'500 CHF | 99.06% | 99.06% |
08.07.2024 | 38.86% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'804 | 250'000 | 20'868 CHF | 7'738 CHF | 99.24% | 99.24% |
05.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'066 | 250'000 | 24'852 CHF | 8'750 CHF | 99.39% | 99.39% |
04.07.2024 | 33.07% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'501 | 250'000 | 25'142 CHF | 8'820 CHF | 99.39% | 99.39% |
03.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'025 | 250'000 | 24'855 CHF | 8'751 CHF | 98.64% | 98.64% |
02.07.2024 | 31.75% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'575 | 250'000 | 26'500 CHF | 9'165 CHF | 99.05% | 99.05% |