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 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'435 | 250'000 | 29'773 CHF | 10'000 CHF | 99.39% | 99.39% |
12.07.2024 | 28.62% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'457 | 250'000 | 29'727 CHF | 9'988 CHF | 99.05% | 99.05% |
11.07.2024 | 27.94% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 986'428 | 250'000 | 30'480 CHF | 10'222 CHF | 97.91% | 97.91% |
10.07.2024 | 25.09% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'724 | 250'000 | 34'655 CHF | 11'219 CHF | 95.48% | 95.48% |
09.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'055 | 250'000 | 34'792 CHF | 11'250 CHF | 99.03% | 99.03% |
08.07.2024 | 25.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'689 | 250'000 | 34'506 CHF | 11'173 CHF | 99.23% | 99.23% |
05.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'029 | 250'000 | 34'756 CHF | 11'250 CHF | 99.39% | 99.39% |
04.07.2024 | 24.92% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'426 | 250'000 | 34'906 CHF | 11'284 CHF | 99.39% | 99.39% |
03.07.2024 | 24.96% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'740 | 250'000 | 34'816 CHF | 11'268 CHF | 98.65% | 98.65% |
02.07.2024 | 24.99% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'526 | 250'000 | 34'752 CHF | 11'253 CHF | 99.06% | 99.06% |