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 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'742 | 250'000 | 9'927 CHF | 5'000 CHF | 99.39% | 99.39% |
12.07.2024 | 66.62% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'704 | 250'000 | 9'942 CHF | 5'004 CHF | 99.08% | 99.08% |
11.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 986'756 | 250'000 | 9'868 CHF | 5'000 CHF | 97.95% | 97.95% |
10.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'049 | 250'000 | 9'940 CHF | 5'000 CHF | 95.48% | 95.48% |
09.07.2024 | 65.57% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'324 | 250'000 | 10'272 CHF | 5'082 CHF | 99.03% | 99.03% |
08.07.2024 | 66.25% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'955 | 250'000 | 10'073 CHF | 5'031 CHF | 99.24% | 99.24% |
05.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'307 | 250'000 | 14'900 CHF | 6'250 CHF | 99.39% | 99.39% |
04.07.2024 | 57.46% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'678 | 250'000 | 12'668 CHF | 5'691 CHF | 99.39% | 99.39% |
03.07.2024 | 61.20% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'057 | 250'000 | 11'571 CHF | 5'410 CHF | 98.62% | 98.62% |
02.07.2024 | 66.37% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'749 | 250'000 | 10'018 CHF | 5'023 CHF | 99.06% | 99.06% |