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 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 99.05% | 99.05% |
12.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'504 | 250'000 | 14'888 CHF | 6'250 CHF | 98.82% | 98.82% |
11.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 985'281 | 250'000 | 14'779 CHF | 6'250 CHF | 97.74% | 97.74% |
10.07.2024 | 52.83% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'693 | 250'000 | 14'042 CHF | 6'038 CHF | 95.12% | 95.12% |
09.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'181 | 250'000 | 14'898 CHF | 6'250 CHF | 98.69% | 98.69% |
08.07.2024 | 49.62% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 986'007 | 250'000 | 14'980 CHF | 6'297 CHF | 98.55% | 98.55% |
05.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'516 | 250'000 | 19'850 CHF | 7'500 CHF | 99.17% | 99.17% |
04.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'103 | 250'000 | 19'862 CHF | 7'500 CHF | 99.18% | 99.18% |
03.07.2024 | 39.58% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'526 | 250'000 | 20'166 CHF | 7'579 CHF | 98.45% | 98.45% |
02.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'578 | 250'000 | 19'852 CHF | 7'500 CHF | 98.82% | 98.82% |