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 | 36.85% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'362 CHF | 8'090 CHF | 100.00% | 100.00% |
12.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 980'359 | 250'000 | 19'607 CHF | 7'500 CHF | 98.48% | 98.48% |
11.07.2024 | 39.08% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'693 CHF | 7'673 CHF | 99.98% | 99.98% |
10.07.2024 | 38.54% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'099 CHF | 7'775 CHF | 99.76% | 99.76% |
09.07.2024 | 39.74% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'195 CHF | 7'549 CHF | 100.00% | 100.00% |
08.07.2024 | 39.05% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 990'219 | 250'000 | 20'520 CHF | 7'679 CHF | 98.99% | 98.99% |
05.07.2024 | 34.25% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'310 CHF | 8'577 CHF | 100.00% | 100.00% |
04.07.2024 | 33.34% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'033 | 250'000 | 24'868 CHF | 8'748 CHF | 98.15% | 98.15% |
03.07.2024 | 35.73% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 23'203 CHF | 8'301 CHF | 100.00% | 100.00% |
02.07.2024 | 39.43% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'429 CHF | 7'607 CHF | 100.00% | 100.00% |