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 | 1'000'000 | 250'000 | 30'000 CHF | 10'000 CHF | 99.05% | 99.05% |
12.07.2024 | 28.55% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'533 | 250'000 | 29'812 CHF | 10'009 CHF | 98.81% | 98.81% |
11.07.2024 | 28.20% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'192 | 250'000 | 30'315 CHF | 10'130 CHF | 98.29% | 98.29% |
10.07.2024 | 29.55% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'744 | 250'000 | 28'755 CHF | 9'743 CHF | 95.07% | 95.07% |
09.07.2024 | 25.63% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'257 | 250'000 | 33'887 CHF | 11'031 CHF | 98.61% | 98.61% |
08.07.2024 | 22.51% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 986'006 | 250'000 | 38'950 CHF | 12'372 CHF | 98.56% | 98.56% |
05.07.2024 | 21.80% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 992'517 | 250'000 | 40'628 CHF | 12'737 CHF | 99.17% | 99.17% |
04.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'052 | 250'000 | 39'722 CHF | 12'500 CHF | 99.18% | 99.18% |
03.07.2024 | 21.79% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 992'496 | 250'000 | 40'683 CHF | 12'746 CHF | 98.43% | 98.43% |
02.07.2024 | 22.20% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'726 | 250'000 | 39'737 CHF | 12'511 CHF | 98.77% | 98.77% |