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 | 36.92% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'310 CHF | 8'077 CHF | 100.00% | 100.00% |
12.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'474 | 250'000 | 19'890 CHF | 7'500 CHF | 98.41% | 98.41% |
11.07.2024 | 34.95% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'244 | 250'000 | 23'593 CHF | 8'447 CHF | 99.13% | 99.13% |
10.07.2024 | 27.96% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'856 CHF | 10'214 CHF | 99.80% | 99.80% |
09.07.2024 | 28.36% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'303 CHF | 10'076 CHF | 100.00% | 100.00% |
08.07.2024 | 28.34% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'324 CHF | 10'081 CHF | 98.99% | 98.99% |
05.07.2024 | 29.23% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'313 CHF | 9'828 CHF | 100.00% | 100.00% |
04.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'625 | 250'000 | 29'809 CHF | 10'000 CHF | 98.17% | 98.17% |
03.07.2024 | 33.60% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'802 CHF | 8'700 CHF | 100.00% | 100.00% |
02.07.2024 | 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% |