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 | 25.19% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'524 | 250'000 | 34'545 CHF | 11'202 CHF | 99.39% | 99.39% |
12.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'404 | 250'000 | 34'734 CHF | 11'250 CHF | 99.09% | 99.09% |
11.07.2024 | 26.67% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 986'501 | 250'000 | 32'259 CHF | 10'666 CHF | 97.91% | 97.91% |
10.07.2024 | 26.51% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'788 | 250'000 | 32'674 CHF | 10'722 CHF | 95.50% | 95.50% |
09.07.2024 | 28.55% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'067 | 250'000 | 29'849 CHF | 10'007 CHF | 99.05% | 99.05% |
08.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'671 | 250'000 | 34'814 CHF | 11'250 CHF | 99.24% | 99.24% |
05.07.2024 | 23.44% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'066 | 250'000 | 37'558 CHF | 11'950 CHF | 99.39% | 99.39% |
04.07.2024 | 24.94% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'481 | 250'000 | 34'873 CHF | 11'275 CHF | 99.39% | 99.39% |
03.07.2024 | 24.91% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'808 | 250'000 | 34'913 CHF | 11'291 CHF | 98.64% | 98.64% |
02.07.2024 | 26.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'532 | 250'000 | 33'024 CHF | 10'821 CHF | 99.07% | 99.07% |