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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 33.34% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'994 CHF | 8'749 CHF | 99.88% | 99.88% |
24.07.2024 | 29.22% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'492 CHF | 9'873 CHF | 100.00% | 100.00% |
23.07.2024 | 35.34% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 23'937 CHF | 8'484 CHF | 100.00% | 100.00% |
22.07.2024 | 36.29% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'966 CHF | 8'242 CHF | 100.00% | 100.00% |
19.07.2024 | 41.52% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'239 CHF | 7'310 CHF | 99.52% | 99.52% |
18.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 97.67% | 97.67% |
17.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'018 | 250'000 | 19'860 CHF | 7'500 CHF | 99.70% | 99.70% |
16.07.2024 | 39.81% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'146 CHF | 7'537 CHF | 100.00% | 100.00% |
15.07.2024 | 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% |
12.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 986'639 | 250'000 | 19'733 CHF | 7'500 CHF | 97.73% | 97.73% |