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 | 32.21% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'182 CHF | 9'046 CHF | 100.00% | 100.00% |
12.07.2024 | 31.08% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 27'365 CHF | 9'341 CHF | 99.96% | 99.96% |
11.07.2024 | 29.93% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 985'044 | 250'000 | 28'123 CHF | 9'643 CHF | 97.84% | 97.84% |
10.07.2024 | 28.10% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'667 CHF | 10'167 CHF | 96.17% | 96.17% |
09.07.2024 | 27.54% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'446 CHF | 10'361 CHF | 99.61% | 99.61% |
08.07.2024 | 25.14% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'800 CHF | 11'200 CHF | 100.00% | 100.00% |
05.07.2024 | 24.94% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'106 CHF | 11'277 CHF | 100.00% | 100.00% |
04.07.2024 | 24.61% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'706 CHF | 11'426 CHF | 100.00% | 100.00% |
03.07.2024 | 23.73% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 37'287 CHF | 11'822 CHF | 99.31% | 99.31% |
02.07.2024 | 20.65% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 43'535 CHF | 13'384 CHF | 99.50% | 99.50% |