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 | 21.88% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'781 CHF | 12'695 CHF | 100.00% | 100.00% |
12.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'000 CHF | 12'500 CHF | 99.77% | 99.77% |
11.07.2024 | 23.10% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 38'415 CHF | 12'104 CHF | 100.00% | 100.00% |
10.07.2024 | 24.33% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 36'199 CHF | 11'550 CHF | 94.70% | 94.70% |
09.07.2024 | 24.62% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'686 CHF | 11'422 CHF | 99.66% | 99.66% |
08.07.2024 | 22.55% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'407 CHF | 12'352 CHF | 100.00% | 100.00% |
05.07.2024 | 22.05% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'380 CHF | 12'595 CHF | 100.00% | 100.00% |
04.07.2024 | 21.55% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 41'503 CHF | 12'876 CHF | 100.00% | 100.00% |
03.07.2024 | 21.66% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 41'275 CHF | 12'819 CHF | 99.31% | 99.31% |
02.07.2024 | 22.49% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'524 CHF | 12'381 CHF | 99.61% | 99.61% |