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 | 65.82% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'253 CHF | 5'063 CHF | 100.00% | 100.00% |
12.07.2024 | 64.38% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'493 | 250'000 | 10'622 CHF | 5'172 CHF | 98.38% | 98.38% |
11.07.2024 | 60.45% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'278 | 250'000 | 11'750 CHF | 5'466 CHF | 98.98% | 98.98% |
10.07.2024 | 66.58% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'026 CHF | 5'006 CHF | 99.76% | 99.76% |
09.07.2024 | 58.71% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 12'388 CHF | 5'597 CHF | 100.00% | 100.00% |
08.07.2024 | 51.81% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'459 CHF | 6'115 CHF | 98.97% | 98.97% |
05.07.2024 | 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% |
04.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 98.15% | 98.15% |
03.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 100.00% | 100.00% |
02.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 100.00% | 100.00% |