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 | 34.36% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'227 CHF | 8'557 CHF | 100.00% | 100.00% |
12.07.2024 | 35.95% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'539 | 250'000 | 22'986 CHF | 8'283 CHF | 98.37% | 98.37% |
11.07.2024 | 34.13% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'766 CHF | 8'691 CHF | 99.69% | 99.69% |
10.07.2024 | 36.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'998 CHF | 8'249 CHF | 99.80% | 99.80% |
09.07.2024 | 31.85% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'562 CHF | 9'141 CHF | 100.00% | 100.00% |
08.07.2024 | 29.22% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'347 CHF | 9'837 CHF | 98.97% | 98.97% |
05.07.2024 | 25.81% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 249'983 | 33'870 CHF | 10'967 CHF | 100.00% | 100.00% |
04.07.2024 | 29.01% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'539 CHF | 9'885 CHF | 98.15% | 98.15% |
03.07.2024 | 36.46% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'657 CHF | 8'164 CHF | 100.00% | 100.00% |
02.07.2024 | 44.02% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 17'991 CHF | 6'998 CHF | 100.00% | 100.00% |