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 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'436 | 250'000 | 19'869 CHF | 7'500 CHF | 99.39% | 99.39% |
12.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 986'038 | 250'000 | 19'721 CHF | 7'500 CHF | 99.06% | 99.06% |
11.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 987'340 | 250'000 | 19'747 CHF | 7'500 CHF | 98.07% | 98.07% |
10.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'736 | 250'000 | 19'895 CHF | 7'500 CHF | 95.49% | 95.49% |
09.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'131 | 250'000 | 19'903 CHF | 7'500 CHF | 99.05% | 99.05% |
08.07.2024 | 39.94% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'737 | 250'000 | 19'960 CHF | 7'511 CHF | 99.22% | 99.22% |
05.07.2024 | 39.96% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'984 | 250'000 | 19'911 CHF | 7'508 CHF | 99.39% | 99.39% |
04.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'391 | 250'000 | 19'888 CHF | 7'500 CHF | 99.39% | 99.39% |
03.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'855 | 250'000 | 19'877 CHF | 7'500 CHF | 98.64% | 98.64% |
02.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'437 | 250'000 | 19'869 CHF | 7'500 CHF | 99.06% | 99.06% |