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 | 1'000'000 | 250'000 | 30'000 CHF | 10'000 CHF | 99.39% | 99.39% |
12.07.2024 | 25.80% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 33'878 CHF | 10'970 CHF | 99.08% | 99.08% |
11.07.2024 | 28.39% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 985'768 | 250'000 | 29'827 CHF | 10'064 CHF | 97.75% | 97.75% |
10.07.2024 | 28.03% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'955 | 250'000 | 30'505 CHF | 10'188 CHF | 95.47% | 95.47% |
09.07.2024 | 27.02% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'167 | 250'000 | 31'964 CHF | 10'542 CHF | 99.04% | 99.04% |
08.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'778 | 250'000 | 34'781 CHF | 11'250 CHF | 99.24% | 99.24% |
05.07.2024 | 23.15% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'462 | 250'000 | 38'031 CHF | 12'083 CHF | 99.39% | 99.39% |
04.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'575 | 250'000 | 34'740 CHF | 11'250 CHF | 99.39% | 99.39% |
03.07.2024 | 24.62% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'689 CHF | 11'422 CHF | 98.62% | 98.62% |
02.07.2024 | 27.28% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'814 CHF | 10'454 CHF | 99.07% | 99.07% |