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 | 43.81% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 18'217 CHF | 7'054 CHF | 100.00% | 100.00% |
12.07.2024 | 42.01% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 987'693 | 250'000 | 18'748 CHF | 7'248 CHF | 98.45% | 98.45% |
11.07.2024 | 48.61% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'164 | 250'000 | 15'577 CHF | 6'424 CHF | 99.26% | 99.26% |
10.07.2024 | 53.13% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'062 CHF | 6'015 CHF | 99.77% | 99.77% |
09.07.2024 | 40.53% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'905 CHF | 7'476 CHF | 100.00% | 100.00% |
08.07.2024 | 35.40% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 989'891 | 250'000 | 23'352 CHF | 8'389 CHF | 98.99% | 98.99% |
05.07.2024 | 36.84% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'370 CHF | 8'093 CHF | 100.00% | 100.00% |
04.07.2024 | 36.15% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'569 | 250'000 | 22'777 CHF | 8'221 CHF | 98.16% | 98.16% |
03.07.2024 | 40.66% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'740 CHF | 7'435 CHF | 100.00% | 100.00% |
02.07.2024 | 57.94% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 12'617 CHF | 5'654 CHF | 100.00% | 100.00% |