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 | 17.27% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'434 | 250'000 | 26'434 CHF | 7'907 CHF | 99.39% | 99.39% |
12.07.2024 | 15.38% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'369 | 250'000 | 29'771 CHF | 8'750 CHF | 99.08% | 99.08% |
11.07.2024 | 16.69% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 986'425 | 250'000 | 27'276 CHF | 8'168 CHF | 97.91% | 97.91% |
10.07.2024 | 16.11% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'723 | 250'000 | 28'524 CHF | 8'428 CHF | 95.48% | 95.48% |
09.07.2024 | 17.36% | 0.03 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'978 | 250'000 | 26'312 CHF | 7'866 CHF | 99.04% | 99.04% |
08.07.2024 | 15.38% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'686 | 250'000 | 29'841 CHF | 8'750 CHF | 99.22% | 99.22% |
05.07.2024 | 15.38% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'028 | 250'000 | 29'791 CHF | 8'750 CHF | 99.39% | 99.39% |
04.07.2024 | 15.41% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'393 | 250'000 | 29'757 CHF | 8'739 CHF | 99.39% | 99.39% |
03.07.2024 | 15.40% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'737 | 250'000 | 29'747 CHF | 8'741 CHF | 98.64% | 98.64% |
02.07.2024 | 15.38% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'475 | 250'000 | 29'774 CHF | 8'750 CHF | 99.06% | 99.06% |