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 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'626 | 250'000 | 29'809 CHF | 10'000 CHF | 99.38% | 99.38% |
12.07.2024 | 27.80% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 986'209 | 250'000 | 30'625 CHF | 10'269 CHF | 99.08% | 99.08% |
11.07.2024 | 25.47% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 987'413 | 250'000 | 33'898 CHF | 11'085 CHF | 98.09% | 98.09% |
10.07.2024 | 26.75% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'851 | 250'000 | 32'410 CHF | 10'641 CHF | 95.48% | 95.48% |
09.07.2024 | 33.34% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'181 | 250'000 | 24'873 CHF | 8'748 CHF | 99.05% | 99.05% |
08.07.2024 | 32.60% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'813 | 250'000 | 25'923 CHF | 9'007 CHF | 99.22% | 99.22% |
05.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'065 | 250'000 | 24'852 CHF | 8'750 CHF | 99.39% | 99.39% |
04.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'501 | 250'000 | 24'863 CHF | 8'750 CHF | 99.39% | 99.39% |
03.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'959 | 250'000 | 24'849 CHF | 8'750 CHF | 98.64% | 98.64% |
02.07.2024 | 33.21% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'548 | 250'000 | 24'972 CHF | 8'783 CHF | 99.06% | 99.06% |