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 | 25.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'272 | 250'000 | 34'765 CHF | 11'250 CHF | 99.39% | 99.39% |
12.07.2024 | 24.94% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 985'580 | 250'000 | 34'606 CHF | 11'278 CHF | 99.06% | 99.06% |
11.07.2024 | 23.31% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 987'238 | 250'000 | 37'582 CHF | 12'011 CHF | 98.03% | 98.03% |
10.07.2024 | 23.26% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'548 | 250'000 | 37'920 CHF | 12'035 CHF | 95.46% | 95.46% |
09.07.2024 | 23.13% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'872 | 250'000 | 38'224 CHF | 12'107 CHF | 99.05% | 99.05% |
08.07.2024 | 22.13% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'487 | 250'000 | 40'035 CHF | 12'554 CHF | 99.24% | 99.24% |
05.07.2024 | 24.57% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'843 | 250'000 | 35'562 CHF | 11'444 CHF | 99.39% | 99.39% |
04.07.2024 | 26.98% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'232 | 250'000 | 32'026 CHF | 10'557 CHF | 99.39% | 99.39% |
03.07.2024 | 30.47% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'650 | 250'000 | 27'849 CHF | 9'502 CHF | 98.62% | 98.62% |
02.07.2024 | 28.88% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'295 | 250'000 | 29'478 CHF | 9'920 CHF | 99.05% | 99.05% |