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 | 50.12% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'965 CHF | 6'241 CHF | 99.05% | 99.05% |
12.07.2024 | 54.86% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'535 | 250'000 | 13'468 CHF | 5'886 CHF | 98.81% | 98.81% |
11.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 985'219 | 250'000 | 14'778 CHF | 6'250 CHF | 97.71% | 97.71% |
10.07.2024 | 53.62% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'723 | 250'000 | 13'806 CHF | 5'979 CHF | 95.10% | 95.10% |
09.07.2024 | 44.93% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'209 | 250'000 | 17'433 CHF | 6'884 CHF | 98.67% | 98.67% |
08.07.2024 | 39.95% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'797 | 250'000 | 19'944 CHF | 7'517 CHF | 98.58% | 98.58% |
05.07.2024 | 42.28% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'513 | 250'000 | 18'711 CHF | 7'215 CHF | 99.17% | 99.17% |
04.07.2024 | 49.37% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'111 | 250'000 | 15'213 CHF | 6'329 CHF | 99.18% | 99.18% |
03.07.2024 | 39.95% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'644 | 250'000 | 19'892 CHF | 7'510 CHF | 98.43% | 98.43% |
02.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'591 | 250'000 | 19'852 CHF | 7'500 CHF | 98.80% | 98.80% |