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 | 93.85% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'922 CHF | 3'980 CHF | 99.04% | 99.04% |
12.07.2024 | 97.65% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'559 | 250'000 | 5'315 CHF | 3'838 CHF | 98.81% | 98.81% |
11.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 985'250 | 250'000 | 9'853 CHF | 5'000 CHF | 97.73% | 97.73% |
10.07.2024 | 95.01% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'693 | 250'000 | 5'712 CHF | 3'937 CHF | 95.13% | 95.13% |
09.07.2024 | 68.38% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'211 | 250'000 | 9'676 CHF | 4'936 CHF | 98.67% | 98.67% |
08.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'803 | 250'000 | 9'938 CHF | 5'000 CHF | 98.57% | 98.57% |
05.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'518 | 250'000 | 9'925 CHF | 5'000 CHF | 99.17% | 99.17% |
04.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'104 | 250'000 | 9'931 CHF | 5'000 CHF | 99.18% | 99.18% |
03.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'490 | 250'000 | 9'925 CHF | 5'000 CHF | 98.46% | 98.46% |
02.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'634 | 250'000 | 9'926 CHF | 5'000 CHF | 98.83% | 98.83% |