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 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 100.00% | 100.00% |
12.07.2024 | 39.11% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'138 | 250'000 | 20'469 CHF | 7'666 CHF | 99.77% | 99.77% |
11.07.2024 | 34.24% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'319 CHF | 8'580 CHF | 100.00% | 100.00% |
10.07.2024 | 31.47% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'956 CHF | 9'239 CHF | 94.70% | 94.70% |
09.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'000 CHF | 10'000 CHF | 99.67% | 99.67% |
08.07.2024 | 25.39% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'452 CHF | 11'113 CHF | 100.00% | 100.00% |
05.07.2024 | 25.26% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'633 CHF | 11'158 CHF | 100.00% | 100.00% |
04.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'000 CHF | 11'250 CHF | 100.00% | 100.00% |
03.07.2024 | 22.16% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'139 CHF | 12'535 CHF | 99.31% | 99.31% |
02.07.2024 | 18.93% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 393'739 | 47'949 CHF | 23'105 CHF | 99.61% | 99.61% |