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 | 54.59% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 13'622 CHF | 5'905 CHF | 100.00% | 100.00% |
12.07.2024 | 50.03% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 979'536 | 250'000 | 14'685 CHF | 6'248 CHF | 98.41% | 98.41% |
11.07.2024 | 30.18% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'173 | 250'000 | 28'113 CHF | 9'577 CHF | 99.25% | 99.25% |
10.07.2024 | 27.62% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'333 CHF | 10'333 CHF | 99.76% | 99.76% |
09.07.2024 | 28.54% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'038 CHF | 10'010 CHF | 100.00% | 100.00% |
08.07.2024 | 28.07% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 989'993 | 250'000 | 30'400 CHF | 10'175 CHF | 98.97% | 98.97% |
05.07.2024 | 27.94% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'885 CHF | 10'221 CHF | 100.00% | 100.00% |
04.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'626 | 250'000 | 34'812 CHF | 11'250 CHF | 98.15% | 98.15% |
03.07.2024 | 23.31% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 38'037 CHF | 12'009 CHF | 100.00% | 100.00% |
02.07.2024 | 24.93% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'124 CHF | 11'281 CHF | 100.00% | 100.00% |