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 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'428 | 250'000 | 19'869 CHF | 7'500 CHF | 99.39% | 99.39% |
12.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 985'943 | 250'000 | 19'719 CHF | 7'500 CHF | 99.07% | 99.07% |
11.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 987'347 | 250'000 | 19'747 CHF | 7'500 CHF | 98.07% | 98.07% |
10.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'735 | 250'000 | 24'868 CHF | 8'750 CHF | 95.50% | 95.50% |
09.07.2024 | 34.35% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'096 | 250'000 | 24'113 CHF | 8'559 CHF | 99.03% | 99.03% |
08.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'689 | 250'000 | 24'892 CHF | 8'750 CHF | 99.23% | 99.23% |
05.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'950 | 250'000 | 24'849 CHF | 8'750 CHF | 99.39% | 99.39% |
04.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'383 | 250'000 | 24'859 CHF | 8'750 CHF | 99.39% | 99.39% |
03.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'871 | 250'000 | 19'877 CHF | 7'500 CHF | 98.64% | 98.64% |
02.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'404 | 250'000 | 19'868 CHF | 7'500 CHF | 99.06% | 99.06% |