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 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'431 | 250'000 | 14'902 CHF | 6'250 CHF | 99.39% | 99.39% |
12.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 985'908 | 250'000 | 14'789 CHF | 6'250 CHF | 99.08% | 99.08% |
11.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 987'354 | 250'000 | 14'810 CHF | 6'250 CHF | 98.06% | 98.06% |
10.07.2024 | 41.33% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'708 | 250'000 | 19'230 CHF | 7'334 CHF | 95.49% | 95.49% |
09.07.2024 | 46.30% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'099 | 250'000 | 16'777 CHF | 6'713 CHF | 99.04% | 99.04% |
08.07.2024 | 40.02% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'680 | 250'000 | 19'904 CHF | 7'497 CHF | 99.24% | 99.24% |
05.07.2024 | 40.78% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'979 | 250'000 | 19'489 CHF | 7'402 CHF | 99.39% | 99.39% |
04.07.2024 | 43.39% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'386 | 250'000 | 18'194 CHF | 7'077 CHF | 99.39% | 99.39% |
03.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'903 | 250'000 | 14'909 CHF | 6'250 CHF | 98.64% | 98.64% |
02.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'458 | 250'000 | 14'902 CHF | 6'250 CHF | 99.06% | 99.06% |