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 | 31.55% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'659 | 250'000 | 26'687 CHF | 9'218 CHF | 99.39% | 99.39% |
12.07.2024 | 28.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'589 | 250'000 | 30'583 CHF | 10'201 CHF | 99.08% | 99.08% |
11.07.2024 | 29.23% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 986'593 | 250'000 | 28'909 CHF | 9'828 CHF | 97.94% | 97.94% |
10.07.2024 | 32.22% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'938 | 250'000 | 26'015 CHF | 9'042 CHF | 95.46% | 95.46% |
09.07.2024 | 28.49% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'168 | 250'000 | 30'054 CHF | 10'057 CHF | 99.06% | 99.06% |
08.07.2024 | 25.94% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'862 | 250'000 | 33'505 CHF | 10'921 CHF | 99.23% | 99.23% |
05.07.2024 | 28.65% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'267 | 250'000 | 29'728 CHF | 9'983 CHF | 99.39% | 99.39% |
04.07.2024 | 38.63% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'610 | 250'000 | 20'930 CHF | 7'764 CHF | 99.39% | 99.39% |
03.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'926 | 250'000 | 14'894 CHF | 6'250 CHF | 98.63% | 98.63% |
02.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'698 | 250'000 | 14'891 CHF | 6'250 CHF | 99.05% | 99.05% |