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 | 993'428 | 250'000 | 14'901 CHF | 6'250 CHF | 99.39% | 99.39% |
12.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 985'962 | 250'000 | 14'789 CHF | 6'250 CHF | 99.07% | 99.07% |
11.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 987'353 | 250'000 | 14'810 CHF | 6'250 CHF | 98.07% | 98.07% |
10.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'755 | 250'000 | 14'921 CHF | 6'250 CHF | 95.50% | 95.50% |
09.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'071 | 250'000 | 14'926 CHF | 6'250 CHF | 99.05% | 99.05% |
08.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'679 | 250'000 | 14'935 CHF | 6'250 CHF | 99.24% | 99.24% |
05.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'988 | 250'000 | 14'910 CHF | 6'250 CHF | 99.39% | 99.39% |
04.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'384 | 250'000 | 14'916 CHF | 6'250 CHF | 99.39% | 99.39% |
03.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'875 | 250'000 | 14'908 CHF | 6'250 CHF | 98.64% | 98.64% |
02.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'458 | 250'000 | 14'902 CHF | 6'250 CHF | 99.06% | 99.06% |