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 | 26.55% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 32'829 CHF | 10'707 CHF | 100.00% | 100.00% |
12.07.2024 | 25.61% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 987'306 | 250'000 | 33'699 CHF | 11'036 CHF | 98.45% | 98.45% |
11.07.2024 | 23.15% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'213 | 250'000 | 38'049 CHF | 12'081 CHF | 99.22% | 99.22% |
10.07.2024 | 20.69% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 43'444 CHF | 13'361 CHF | 99.76% | 99.76% |
09.07.2024 | 21.78% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'985 CHF | 12'746 CHF | 100.00% | 100.00% |
08.07.2024 | 21.29% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 989'799 | 250'000 | 41'691 CHF | 13'025 CHF | 98.97% | 98.97% |
05.07.2024 | 23.56% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 37'593 CHF | 11'898 CHF | 100.00% | 100.00% |
04.07.2024 | 20.46% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 994'389 | 250'000 | 43'730 CHF | 13'489 CHF | 98.15% | 98.15% |
03.07.2024 | 19.54% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 997'610 | 309'929 | 46'140 CHF | 17'668 CHF | 100.00% | 100.00% |
02.07.2024 | 15.43% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 849'769 | 428'140 | 50'820 CHF | 29'888 CHF | 100.00% | 100.00% |