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 | 58.29% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 12'512 CHF | 5'628 CHF | 100.00% | 100.00% |
12.07.2024 | 66.54% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 976'773 | 246'340 | 9'769 CHF | 4'928 CHF | 98.47% | 98.47% |
11.07.2024 | 58.72% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'153 | 250'000 | 12'291 CHF | 5'596 CHF | 99.31% | 99.31% |
10.07.2024 | 65.59% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'323 CHF | 5'081 CHF | 99.41% | 99.41% |
09.07.2024 | 65.29% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 931'262 | 250'000 | 9'703 CHF | 5'103 CHF | 69.32% | 69.32% |
08.07.2024 | 52.27% | 0.01 CHF | 0.02 CHF | 250'000 | 250'000 | 914'266 | 247'785 | 13'319 CHF | 6'028 CHF | 78.37% | 78.37% |
05.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 99.67% | 99.67% |
04.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'450 | 248'488 | 14'902 CHF | 6'212 CHF | 98.16% | 98.16% |
03.07.2024 | 50.57% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 988'851 | 250'000 | 14'661 CHF | 6'207 CHF | 94.57% | 94.57% |
02.07.2024 | 65.19% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 969'959 | 250'000 | 10'107 CHF | 5'111 CHF | 95.29% | 95.29% |