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 | 37.08% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'202 CHF | 8'050 CHF | 100.00% | 100.00% |
12.07.2024 | 46.29% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'680 | 250'000 | 16'748 CHF | 6'714 CHF | 98.93% | 98.93% |
11.07.2024 | 49.51% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'249 | 250'000 | 15'130 CHF | 6'311 CHF | 99.06% | 99.06% |
10.07.2024 | 64.12% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'766 CHF | 5'191 CHF | 99.84% | 99.84% |
09.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 100.00% | 100.00% |
08.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 100.00% | 100.00% |
05.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 249'930 | 10'000 CHF | 4'999 CHF | 100.00% | 100.00% |
04.07.2024 | 71.06% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 9'341 CHF | 4'835 CHF | 100.00% | 100.00% |
03.07.2024 | 65.49% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'353 CHF | 5'088 CHF | 99.50% | 99.50% |
02.07.2024 | 63.58% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'925 CHF | 5'231 CHF | 100.00% | 100.00% |