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 | 32.72% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'554 | 250'000 | 25'487 CHF | 8'912 CHF | 99.39% | 99.39% |
12.07.2024 | 33.37% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 986'123 | 250'000 | 24'624 CHF | 8'743 CHF | 99.07% | 99.07% |
11.07.2024 | 39.11% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 987'356 | 250'000 | 20'413 CHF | 7'667 CHF | 98.09% | 98.09% |
10.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'751 | 250'000 | 19'895 CHF | 7'500 CHF | 95.48% | 95.48% |
09.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'162 | 250'000 | 19'903 CHF | 7'500 CHF | 99.04% | 99.04% |
08.07.2024 | 39.85% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'786 | 250'000 | 20'032 CHF | 7'529 CHF | 99.23% | 99.23% |
05.07.2024 | 34.63% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'049 | 250'000 | 23'880 CHF | 8'507 CHF | 99.39% | 99.39% |
04.07.2024 | 36.98% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'512 | 250'000 | 22'155 CHF | 8'066 CHF | 99.39% | 99.39% |
03.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'914 | 250'000 | 24'848 CHF | 8'750 CHF | 98.65% | 98.65% |
02.07.2024 | 33.73% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'530 | 250'000 | 24'538 CHF | 8'675 CHF | 99.05% | 99.05% |