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 | 24.81% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'472 CHF | 11'368 CHF | 100.00% | 100.00% |
12.07.2024 | 24.68% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 980'310 | 250'000 | 34'942 CHF | 11'433 CHF | 98.45% | 98.45% |
11.07.2024 | 22.07% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'159 | 250'000 | 40'037 CHF | 12'588 CHF | 99.30% | 99.30% |
10.07.2024 | 19.57% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 336'001 | 46'277 CHF | 19'227 CHF | 99.79% | 99.79% |
09.07.2024 | 21.09% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 42'557 CHF | 13'139 CHF | 100.00% | 100.00% |
08.07.2024 | 21.70% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 990'074 | 250'000 | 40'778 CHF | 12'794 CHF | 98.99% | 98.99% |
05.07.2024 | 24.08% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 36'830 CHF | 11'708 CHF | 100.00% | 100.00% |
04.07.2024 | 22.49% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'839 | 250'000 | 39'329 CHF | 12'379 CHF | 98.16% | 98.16% |
03.07.2024 | 21.35% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 41'952 CHF | 12'988 CHF | 100.00% | 100.00% |
02.07.2024 | 19.23% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 986'027 | 310'761 | 46'508 CHF | 18'169 CHF | 100.00% | 100.00% |