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 | 33.64% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'267 | 250'000 | 24'605 CHF | 8'693 CHF | 99.39% | 99.39% |
12.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 985'566 | 250'000 | 24'639 CHF | 8'750 CHF | 99.06% | 99.06% |
11.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 987'237 | 250'000 | 24'681 CHF | 8'750 CHF | 98.04% | 98.04% |
10.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'561 | 250'000 | 24'864 CHF | 8'750 CHF | 95.46% | 95.46% |
09.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'865 | 250'000 | 24'872 CHF | 8'750 CHF | 99.04% | 99.04% |
08.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'482 | 250'000 | 24'887 CHF | 8'750 CHF | 99.23% | 99.23% |
05.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'864 | 250'000 | 24'847 CHF | 8'750 CHF | 99.38% | 99.38% |
04.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'227 | 250'000 | 24'856 CHF | 8'750 CHF | 99.39% | 99.39% |
03.07.2024 | 33.40% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'697 | 250'000 | 24'795 CHF | 8'738 CHF | 98.61% | 98.61% |
02.07.2024 | 33.47% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'336 | 250'000 | 24'734 CHF | 8'725 CHF | 99.05% | 99.05% |