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 | 22.34% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'828 CHF | 12'457 CHF | 100.00% | 100.00% |
12.07.2024 | 19.92% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 994'468 | 260'601 | 44'947 CHF | 14'428 CHF | 98.41% | 98.41% |
11.07.2024 | 21.91% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'835 CHF | 12'709 CHF | 99.83% | 99.83% |
10.07.2024 | 27.90% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'947 CHF | 10'237 CHF | 99.80% | 99.80% |
09.07.2024 | 26.69% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 32'637 CHF | 10'659 CHF | 100.00% | 100.00% |
08.07.2024 | 25.47% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'348 CHF | 11'087 CHF | 98.99% | 98.99% |
05.07.2024 | 23.72% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 37'300 CHF | 11'825 CHF | 100.00% | 100.00% |
04.07.2024 | 24.30% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'615 | 250'000 | 36'047 CHF | 11'568 CHF | 98.17% | 98.17% |
03.07.2024 | 22.62% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 252'988 | 39'397 CHF | 12'514 CHF | 100.00% | 100.00% |
02.07.2024 | 16.90% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 54'279 CHF | 32'139 CHF | 100.00% | 100.00% |