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 | 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% |
12.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'797 | 250'000 | 14'907 CHF | 6'250 CHF | 98.41% | 98.41% |
11.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'251 | 250'000 | 14'884 CHF | 6'250 CHF | 99.03% | 99.03% |
10.07.2024 | 49.64% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'180 CHF | 6'295 CHF | 99.77% | 99.77% |
09.07.2024 | 49.18% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'411 CHF | 6'353 CHF | 100.00% | 100.00% |
08.07.2024 | 45.71% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 17'361 CHF | 6'840 CHF | 98.98% | 98.98% |
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 | 47.52% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'217 | 250'000 | 16'103 CHF | 6'560 CHF | 98.15% | 98.15% |
03.07.2024 | 45.77% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 17'114 CHF | 6'778 CHF | 100.00% | 100.00% |
02.07.2024 | 44.43% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 17'787 CHF | 6'947 CHF | 100.00% | 100.00% |