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 | 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% |
12.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'108 | 250'000 | 9'941 CHF | 5'000 CHF | 98.39% | 98.39% |
11.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'260 | 250'000 | 9'923 CHF | 5'000 CHF | 99.07% | 99.07% |
10.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.80% | 99.80% |
09.07.2024 | 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% |
08.07.2024 | 71.89% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 9'216 CHF | 4'804 CHF | 98.97% | 98.97% |
05.07.2024 | 70.39% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 9'442 CHF | 4'860 CHF | 100.00% | 100.00% |
04.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'468 | 250'000 | 9'935 CHF | 5'000 CHF | 98.15% | 98.15% |
03.07.2024 | 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% |
02.07.2024 | 66.12% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'163 CHF | 5'041 CHF | 100.00% | 100.00% |