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 | 37.43% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'926 CHF | 7'981 CHF | 100.00% | 100.00% |
12.07.2024 | 34.33% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'847 | 250'000 | 24'097 CHF | 8'563 CHF | 98.41% | 98.41% |
11.07.2024 | 33.31% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'248 | 250'000 | 24'827 CHF | 8'755 CHF | 99.05% | 99.05% |
10.07.2024 | 31.62% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'794 CHF | 9'199 CHF | 99.78% | 99.78% |
09.07.2024 | 32.58% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'791 CHF | 8'948 CHF | 100.00% | 100.00% |
08.07.2024 | 31.28% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 27'151 CHF | 9'288 CHF | 98.99% | 98.99% |
05.07.2024 | 31.32% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 27'111 CHF | 9'278 CHF | 100.00% | 100.00% |
04.07.2024 | 28.66% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'185 | 250'000 | 29'706 CHF | 9'978 CHF | 98.17% | 98.17% |
03.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'000 CHF | 10'000 CHF | 100.00% | 100.00% |
02.07.2024 | 25.71% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'012 CHF | 11'003 CHF | 100.00% | 100.00% |