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 | 28.43% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'192 CHF | 10'048 CHF | 99.39% | 99.39% |
12.07.2024 | 24.94% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'117 CHF | 11'279 CHF | 99.05% | 99.05% |
11.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 985'946 | 250'000 | 34'508 CHF | 11'250 CHF | 97.79% | 97.79% |
10.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'172 | 250'000 | 34'761 CHF | 11'250 CHF | 95.46% | 95.46% |
09.07.2024 | 24.75% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'463 | 250'000 | 35'226 CHF | 11'364 CHF | 99.04% | 99.04% |
08.07.2024 | 23.81% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'091 | 250'000 | 36'932 CHF | 11'785 CHF | 99.23% | 99.23% |
05.07.2024 | 21.06% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'655 | 250'000 | 42'290 CHF | 13'151 CHF | 99.38% | 99.38% |
04.07.2024 | 21.44% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 992'820 | 250'000 | 41'470 CHF | 12'939 CHF | 99.39% | 99.39% |
03.07.2024 | 20.01% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 44'985 CHF | 13'746 CHF | 98.61% | 98.61% |
02.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'003 CHF | 11'251 CHF | 99.04% | 99.04% |