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 | 33.36% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'980 CHF | 8'745 CHF | 99.39% | 99.39% |
12.07.2024 | 33.28% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'059 CHF | 8'765 CHF | 99.04% | 99.04% |
11.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 985'970 | 250'000 | 24'649 CHF | 8'750 CHF | 97.78% | 97.78% |
10.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'167 | 250'000 | 24'829 CHF | 8'750 CHF | 95.46% | 95.46% |
09.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'432 | 250'000 | 24'838 CHF | 8'750 CHF | 99.06% | 99.06% |
08.07.2024 | 33.18% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'113 | 250'000 | 25'013 CHF | 8'790 CHF | 99.23% | 99.23% |
05.07.2024 | 26.99% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'627 | 250'000 | 31'999 CHF | 10'555 CHF | 99.39% | 99.39% |
04.07.2024 | 26.32% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'814 | 250'000 | 32'932 CHF | 10'787 CHF | 99.39% | 99.39% |
03.07.2024 | 25.23% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'680 CHF | 11'170 CHF | 98.61% | 98.61% |
02.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'000 CHF | 8'750 CHF | 99.05% | 99.05% |