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 | 19.73% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 993'436 | 293'427 | 45'455 CHF | 16'487 CHF | 99.39% | 99.39% |
12.07.2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 985'841 | 250'000 | 44'363 CHF | 13'750 CHF | 99.09% | 99.09% |
11.07.2024 | 19.99% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 987'347 | 250'000 | 44'469 CHF | 13'760 CHF | 98.07% | 98.07% |
10.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'763 | 250'000 | 39'791 CHF | 12'500 CHF | 95.47% | 95.47% |
09.07.2024 | 22.25% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'080 | 250'000 | 39'809 CHF | 12'502 CHF | 99.05% | 99.05% |
08.07.2024 | 22.41% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'713 | 250'000 | 39'496 CHF | 12'417 CHF | 99.24% | 99.24% |
05.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'968 | 250'000 | 39'759 CHF | 12'500 CHF | 99.39% | 99.39% |
04.07.2024 | 22.18% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'391 | 250'000 | 39'860 CHF | 12'521 CHF | 99.39% | 99.39% |
03.07.2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 993'909 | 250'000 | 44'726 CHF | 13'750 CHF | 98.64% | 98.64% |
02.07.2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 993'465 | 250'000 | 44'706 CHF | 13'750 CHF | 99.05% | 99.05% |