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 | 30.27% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'274 | 250'000 | 28'018 CHF | 9'555 CHF | 99.39% | 99.39% |
12.07.2024 | 28.81% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 985'581 | 250'000 | 29'320 CHF | 9'938 CHF | 99.06% | 99.06% |
11.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 987'189 | 250'000 | 29'616 CHF | 10'000 CHF | 98.05% | 98.05% |
10.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'598 | 250'000 | 29'838 CHF | 10'000 CHF | 95.47% | 95.47% |
09.07.2024 | 28.55% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'872 | 250'000 | 29'878 CHF | 10'008 CHF | 99.05% | 99.05% |
08.07.2024 | 28.50% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'488 | 250'000 | 29'961 CHF | 10'024 CHF | 99.23% | 99.23% |
05.07.2024 | 32.54% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'815 | 250'000 | 25'678 CHF | 8'958 CHF | 99.39% | 99.39% |
04.07.2024 | 33.12% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'232 | 250'000 | 25'081 CHF | 8'806 CHF | 99.39% | 99.39% |
03.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'732 | 250'000 | 24'843 CHF | 8'750 CHF | 98.62% | 98.62% |
02.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'290 | 250'000 | 24'832 CHF | 8'750 CHF | 99.05% | 99.05% |