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 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 100.00% | 100.00% |
12.07.2024 | 115.79% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 984'862 | 250'000 | 3'939 CHF | 3'750 CHF | 98.77% | 98.77% |
11.07.2024 | 113.14% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'202 | 250'000 | 4'137 CHF | 3'750 CHF | 99.22% | 99.22% |
10.07.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.85% | 99.85% |
09.07.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 100.00% | 100.00% |
08.07.2024 | 77.50% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 970'168 | 250'000 | 8'150 CHF | 4'594 CHF | 77.93% | 77.93% |
05.07.2024 | 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% |
04.07.2024 | 67.73% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 970'585 | 250'000 | 9'644 CHF | 4'960 CHF | 67.03% | 67.03% |
03.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'297 | 250'000 | 9'923 CHF | 5'000 CHF | 98.75% | 98.75% |
02.07.2024 | 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% |