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 | 993'575 | 250'000 | 14'904 CHF | 6'250 CHF | 99.39% | 99.39% |
12.07.2024 | 48.32% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 986'210 | 250'000 | 15'596 CHF | 6'460 CHF | 99.08% | 99.08% |
11.07.2024 | 40.35% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 987'443 | 250'000 | 19'575 CHF | 7'456 CHF | 98.10% | 98.10% |
10.07.2024 | 44.71% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'800 | 250'000 | 17'568 CHF | 6'912 CHF | 95.49% | 95.49% |
09.07.2024 | 53.08% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'184 | 250'000 | 14'003 CHF | 6'019 CHF | 99.05% | 99.05% |
08.07.2024 | 52.06% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'842 | 250'000 | 14'320 CHF | 6'096 CHF | 99.22% | 99.22% |
05.07.2024 | 54.05% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'041 | 250'000 | 13'695 CHF | 5'946 CHF | 99.39% | 99.39% |
04.07.2024 | 59.87% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'503 | 250'000 | 11'977 CHF | 5'510 CHF | 99.39% | 99.39% |
03.07.2024 | 56.45% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'016 | 250'000 | 12'995 CHF | 5'766 CHF | 98.63% | 98.63% |
02.07.2024 | 55.15% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'602 | 250'000 | 13'359 CHF | 5'864 CHF | 99.05% | 99.05% |