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 | 34.73% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'756 | 250'000 | 23'796 CHF | 8'488 CHF | 99.39% | 99.39% |
12.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 986'793 | 250'000 | 24'670 CHF | 8'750 CHF | 99.06% | 99.06% |
11.07.2024 | 39.61% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 987'554 | 250'000 | 20'047 CHF | 7'574 CHF | 98.14% | 98.14% |
10.07.2024 | 43.89% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'978 | 250'000 | 17'954 CHF | 7'014 CHF | 95.50% | 95.50% |
09.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'387 | 250'000 | 14'931 CHF | 6'250 CHF | 99.05% | 99.05% |
08.07.2024 | 44.30% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'013 | 250'000 | 17'789 CHF | 6'962 CHF | 99.24% | 99.24% |
05.07.2024 | 45.25% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'217 | 250'000 | 17'261 CHF | 6'844 CHF | 99.39% | 99.39% |
04.07.2024 | 44.11% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'750 | 250'000 | 17'868 CHF | 6'987 CHF | 99.39% | 99.39% |
03.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'204 | 250'000 | 19'884 CHF | 7'500 CHF | 98.64% | 98.64% |
02.07.2024 | 40.01% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'747 | 250'000 | 19'871 CHF | 7'499 CHF | 99.07% | 99.07% |