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 | 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% |
12.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 980'798 | 250'000 | 14'712 CHF | 6'250 CHF | 98.47% | 98.47% |
11.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'141 | 250'000 | 14'882 CHF | 6'250 CHF | 99.34% | 99.34% |
10.07.2024 | 42.72% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 18'642 CHF | 7'160 CHF | 99.78% | 99.78% |
09.07.2024 | 48.72% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'642 CHF | 6'410 CHF | 100.00% | 100.00% |
08.07.2024 | 44.86% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 990'455 | 250'000 | 17'381 CHF | 6'893 CHF | 98.98% | 98.98% |
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 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'219 | 250'000 | 19'904 CHF | 7'500 CHF | 98.15% | 98.15% |
03.07.2024 | 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% |
02.07.2024 | 38.80% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'903 CHF | 7'726 CHF | 100.00% | 100.00% |