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 | 993'430 | 250'000 | 29'803 CHF | 10'000 CHF | 99.39% | 99.39% |
12.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 986'024 | 250'000 | 29'581 CHF | 10'000 CHF | 99.06% | 99.06% |
11.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 987'319 | 250'000 | 29'620 CHF | 10'000 CHF | 98.08% | 98.08% |
10.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'729 | 250'000 | 34'816 CHF | 11'250 CHF | 95.49% | 95.49% |
09.07.2024 | 25.48% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'100 | 250'000 | 34'168 CHF | 11'085 CHF | 99.05% | 99.05% |
08.07.2024 | 24.94% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'680 | 250'000 | 34'961 CHF | 11'278 CHF | 99.24% | 99.24% |
05.07.2024 | 24.94% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'980 | 250'000 | 34'892 CHF | 11'276 CHF | 99.39% | 99.39% |
04.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'386 | 250'000 | 34'804 CHF | 11'250 CHF | 99.39% | 99.39% |
03.07.2024 | 26.25% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'849 | 250'000 | 33'038 CHF | 10'813 CHF | 98.64% | 98.64% |
02.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'433 | 250'000 | 29'803 CHF | 10'000 CHF | 99.06% | 99.06% |