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 | 25.72% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'020 CHF | 11'005 CHF | 100.00% | 100.00% |
12.07.2024 | 24.99% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'594 | 250'000 | 34'858 CHF | 11'279 CHF | 98.97% | 98.97% |
11.07.2024 | 25.25% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'247 | 250'000 | 34'472 CHF | 11'186 CHF | 99.05% | 99.05% |
10.07.2024 | 26.50% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 32'897 CHF | 10'724 CHF | 99.84% | 99.84% |
09.07.2024 | 36.78% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'415 CHF | 8'104 CHF | 100.00% | 100.00% |
08.07.2024 | 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% |
05.07.2024 | 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% |
04.07.2024 | 41.96% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'018 CHF | 7'255 CHF | 100.00% | 100.00% |
03.07.2024 | 48.47% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'763 CHF | 6'441 CHF | 99.51% | 99.51% |
02.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 100.00% | 100.00% |