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 | 22.79% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'102 CHF | 12'276 CHF | 99.38% | 99.38% |
12.07.2024 | 27.56% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'591 CHF | 10'398 CHF | 99.38% | 99.38% |
11.07.2024 | 28.61% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'967 CHF | 9'992 CHF | 99.38% | 99.38% |
10.07.2024 | 39.21% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'696 CHF | 7'674 CHF | 99.38% | 99.38% |
09.07.2024 | 28.65% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'934 CHF | 9'984 CHF | 99.38% | 99.38% |
08.07.2024 | 28.11% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'720 CHF | 10'180 CHF | 99.38% | 99.38% |
05.07.2024 | 19.48% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 46'793 CHF | 14'198 CHF | 99.38% | 99.38% |
04.07.2024 | 22.58% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'438 CHF | 12'360 CHF | 98.59% | 98.59% |
03.07.2024 | 27.67% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'415 CHF | 10'354 CHF | 99.38% | 99.38% |
02.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'000 CHF | 10'000 CHF | 99.37% | 99.37% |